+96.1%
W vs MSFU
+76.3%
+19.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.2% | +6.7% | +4.5% |
| 7D | -4.2% | -5.7% | +1.5% | -1.5% |
| 30D | -7.6% | +4.2% | -11.7% | -10.0% |
| 3M | +37.2% | +27.9% | +9.3% | +17.5% |
| 6M | +26.3% | +37.1% | -10.8% | +1.9% |
| YTD | -1.0% | -7.4% | +6.4% | -3.0% |
| 1Y | +20.1% | -19.6% | +39.7% | +27.2% |
| 3Y | +37.8% | +33.2% | +4.6% | -7.5% |
| All | +96.1% | +76.3% | +19.8% | +0.9% |
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