+58.0%
USB vs MSFU
+97.0%
-39.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.4% | +5.3% | -1.2% |
| 7D | -1.5% | +1.0% | -2.5% | -1.7% |
| 30D | +4.3% | +0.6% | +3.7% | +4.0% |
| 3M | -6.1% | +16.4% | -22.5% | -8.1% |
| 6M | +9.4% | +53.0% | -43.6% | +2.5% |
| YTD | +15.2% | +3.5% | +11.7% | +13.0% |
| 1Y | +32.8% | -7.8% | +40.6% | +32.6% |
| 3Y | +91.3% | +35.6% | +55.7% | +70.3% |
| All | +58.0% | +97.0% | -39.0% | +27.4% |
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 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