+198.0%
TER vs MSFU
+88.0%
+110.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.5% |
| 7D | +14.4% | -2.8% | +17.1% | +15.2% |
| 30D | -30.6% | -5.3% | -25.3% | -29.6% |
| 3M | -39.2% | +7.2% | -46.4% | -40.9% |
| 6M | -31.3% | +51.0% | -82.3% | -41.8% |
| YTD | +29.1% | -1.2% | +30.3% | +24.9% |
| 1Y | +47.4% | -10.3% | +57.8% | +48.9% |
| 3Y | +191.2% | +22.2% | +169.0% | +140.2% |
| All | +198.0% | +88.0% | +110.0% | +91.8% |
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