+130.5%
W vs MSFU
+103.9%
+26.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.5% | -0.9% | +2.0% |
| 7D | +3.3% | +14.6% | -11.3% | -3.1% |
| 30D | +10.5% | +2.1% | +8.4% | +9.4% |
| 3M | +9.6% | +14.7% | -5.0% | +1.9% |
| 6M | +76.4% | +55.7% | +20.7% | +34.3% |
| YTD | +16.4% | +7.1% | +9.3% | +6.0% |
| 1Y | +9.3% | -0.5% | +9.9% | +3.6% |
| 3Y | +172.8% | +35.7% | +137.1% | +88.5% |
| All | +130.5% | +103.9% | +26.6% | +10.3% |
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