+97.2%
W vs MSFU
+72.2%
+24.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.9% | +1.6% |
| 7D | +6.5% | -3.2% | +9.6% | +7.9% |
| 30D | -6.2% | -3.1% | -3.1% | -5.3% |
| 3M | +48.9% | +35.3% | +13.6% | +23.2% |
| 6M | +31.2% | +31.6% | -0.4% | +8.1% |
| YTD | -0.4% | -9.5% | +9.1% | -1.4% |
| 1Y | +14.8% | -18.4% | +33.2% | +20.4% |
| 3Y | +40.5% | +26.9% | +13.6% | -2.8% |
| All | +97.2% | +72.2% | +24.9% | +2.5% |
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 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