+34.0%
USB vs MSFU
-18.4%
+52.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | -0.2% |
| 7D | +1.4% | -5.7% | +7.1% | +1.5% |
| 30D | -1.3% | +4.2% | -5.5% | -1.4% |
| 3M | +15.2% | +27.9% | -12.7% | +14.7% |
| 6M | +18.8% | +37.1% | -18.3% | +17.1% |
| YTD | +21.0% | -7.4% | +28.4% | +17.4% |
| 1Y | +34.0% | -19.6% | +53.6% | +30.0% |
| All | +34.0% | -18.4% | +52.4% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling