+117.2%
V vs MSFU
+103.9%
+13.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | -0.8% |
| 7D | -0.8% | +14.6% | -15.4% | -2.6% |
| 30D | +9.5% | +2.1% | +7.4% | +9.0% |
| 3M | +16.7% | +14.7% | +2.0% | +14.1% |
| 6M | +32.9% | +55.7% | -22.7% | +23.5% |
| YTD | +21.1% | +7.1% | +14.0% | +17.8% |
| 1Y | +26.6% | -0.5% | +27.1% | +24.6% |
| 3Y | +78.4% | +35.7% | +42.6% | +58.4% |
| All | +117.2% | +103.9% | +13.3% | +70.9% |
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