+57.2%
USB vs MSFU
+93.3%
-36.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.3% |
| 7D | 0.0% | +2.5% | -2.5% | -0.4% |
| 30D | +5.8% | -1.3% | +7.1% | +5.8% |
| 3M | -6.0% | +8.6% | -14.6% | -7.2% |
| 6M | +7.8% | +48.4% | -40.6% | +1.3% |
| YTD | +14.6% | +1.6% | +13.0% | +12.7% |
| 1Y | +31.8% | -5.8% | +37.5% | +31.0% |
| 3Y | +91.5% | +30.9% | +60.6% | +71.4% |
| All | +57.2% | +93.3% | -36.2% | +27.0% |
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 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