+61.9%
T vs MSFU
+93.3%
-31.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.9% |
| 7D | +1.0% | +2.5% | -1.4% | +1.1% |
| 30D | -10.6% | -1.3% | -9.3% | -10.6% |
| 3M | -7.7% | +8.6% | -16.4% | -7.5% |
| 6M | -13.3% | +48.4% | -61.7% | -12.2% |
| YTD | -8.8% | +1.6% | -10.3% | -7.9% |
| 1Y | -8.4% | -5.8% | -2.6% | -7.5% |
| 3Y | +59.6% | +30.9% | +28.7% | +57.0% |
| All | +61.9% | +93.3% | -31.5% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MSFU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling