+160.6%
TER vs MSFU
+93.3%
+67.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.4% | +3.1% |
| 7D | -20.5% | +2.5% | -22.9% | -21.1% |
| 30D | -47.0% | -1.3% | -45.7% | -46.8% |
| 3M | -43.3% | +8.6% | -51.9% | -45.1% |
| 6M | -42.9% | +48.4% | -91.3% | -51.3% |
| YTD | +12.9% | +1.6% | +11.3% | +8.4% |
| 1Y | +18.2% | -5.8% | +23.9% | +17.3% |
| 3Y | +151.8% | +30.9% | +120.8% | +102.5% |
| All | +160.6% | +93.3% | +67.2% | +66.5% |
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