+120.7%
W vs MSFU
+88.0%
+32.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +0.2% | -2.8% | +2.9% | +1.4% |
| 30D | +6.8% | -5.3% | +12.1% | +9.5% |
| 3M | +10.7% | +7.2% | +3.4% | +6.2% |
| 6M | +86.3% | +51.0% | +35.4% | +43.0% |
| YTD | +11.5% | -1.2% | +12.7% | +5.4% |
| 1Y | +5.1% | -10.3% | +15.4% | +4.9% |
| 3Y | +171.0% | +22.2% | +148.8% | +98.1% |
| All | +120.7% | +88.0% | +32.7% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling