+98.3%
USB vs MSFU
+32.9%
+65.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.2% |
| 7D | +1.4% | -5.7% | +7.1% | +2.0% |
| 30D | -1.3% | +4.2% | -5.5% | -1.8% |
| 3M | +15.2% | +27.9% | -12.7% | +12.0% |
| 6M | +18.8% | +37.1% | -18.3% | +13.5% |
| YTD | +21.0% | -7.4% | +28.4% | +21.1% |
| 1Y | +34.0% | -19.6% | +53.6% | +36.9% |
| All | +98.3% | +32.9% | +65.4% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling