+28.3%
U vs MSFU
+87.3%
-59.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.6% |
| 7D | +2.8% | -4.9% | +7.8% | +5.3% |
| 30D | +7.6% | -9.1% | +16.7% | +11.6% |
| 3M | +12.7% | +8.7% | +4.0% | +5.3% |
| 6M | +87.0% | +48.3% | +38.7% | +41.1% |
| YTD | +13.6% | -1.6% | +15.2% | +7.1% |
| 1Y | +25.3% | -13.6% | +38.9% | +27.3% |
| 3Y | +85.8% | +20.2% | +65.6% | +36.0% |
| All | +28.3% | +87.3% | -59.0% | -38.4% |
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 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