+344.3%
TER vs MSFU
+72.2%
+272.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.5% | +4.9% |
| 7D | +11.0% | -3.2% | +14.1% | +11.7% |
| 30D | -1.9% | -3.1% | +1.3% | -1.6% |
| 3M | -0.7% | +35.3% | -35.9% | -11.4% |
| 6M | +36.4% | +31.6% | +4.8% | +19.1% |
| YTD | +92.4% | -9.5% | +102.0% | +91.5% |
| 1Y | +213.5% | -18.4% | +231.9% | +224.4% |
| 3Y | +277.2% | +26.9% | +250.3% | +201.4% |
| All | +344.3% | +72.2% | +272.1% | +194.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling