-3.5%
MSFU vs S
+36.5%
-40.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +1.6% | +11.8% | +12.8% |
| 7D | +8.2% | -8.2% | +16.4% | +12.3% |
| 30D | +10.2% | -7.6% | +17.8% | +13.7% |
| 3M | +22.9% | +12.0% | +10.9% | +13.9% |
| 6M | +63.2% | +50.6% | +12.6% | +25.5% |
| YTD | +11.7% | +56.6% | -44.9% | -17.7% |
| 1Y | -3.5% | +39.2% | -42.7% | -28.6% |
| All | -3.5% | +36.5% | -40.0% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling