+71.2%
VWO vs MSFU
+72.2%
-1.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.1% |
| 7D | +0.9% | -3.2% | +4.1% | +1.2% |
| 30D | +1.3% | -3.1% | +4.4% | +1.5% |
| 3M | +5.1% | +35.3% | -30.2% | +0.7% |
| 6M | +12.5% | +31.6% | -19.0% | +7.4% |
| YTD | +14.0% | -9.5% | +23.6% | +13.9% |
| 1Y | +19.7% | -18.4% | +38.1% | +21.2% |
| 3Y | +66.8% | +26.9% | +39.8% | +51.5% |
| All | +71.2% | +72.2% | -1.1% | +47.5% |
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