+92.0%
VRTX vs MSFU
+76.3%
+15.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.0% | -1.8% |
| 7D | +0.8% | -5.7% | +6.5% | +1.3% |
| 30D | +12.6% | +4.2% | +8.5% | +12.2% |
| 3M | +23.6% | +27.9% | -4.3% | +20.4% |
| 6M | +14.3% | +37.1% | -22.8% | +9.9% |
| YTD | +20.5% | -7.4% | +27.8% | +20.7% |
| 1Y | +37.6% | -19.6% | +57.2% | +39.9% |
| 3Y | +55.5% | +33.2% | +22.3% | +44.3% |
| All | +92.0% | +76.3% | +15.7% | +72.0% |
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 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