+93.0%
V vs MSFU
+76.3%
+16.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -0.4% |
| 7D | -1.7% | -5.7% | +4.0% | -1.0% |
| 30D | +2.0% | +4.2% | -2.2% | +1.3% |
| 3M | +17.4% | +27.9% | -10.5% | +12.6% |
| 6M | +17.5% | +37.1% | -19.6% | +10.8% |
| YTD | +7.6% | -7.4% | +15.0% | +7.0% |
| 1Y | +7.7% | -19.6% | +27.3% | +9.4% |
| 3Y | +54.7% | +33.2% | +21.5% | +36.5% |
| All | +93.0% | +76.3% | +16.7% | +55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling