+103.9%
MSFU vs S
-5.7%
+109.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.0% | -2.6% | +3.0% |
| 7D | +14.6% | +1.6% | +13.0% | +14.1% |
| 30D | +2.1% | -10.5% | +12.6% | +5.4% |
| 3M | +14.7% | +9.9% | +4.8% | +10.2% |
| 6M | +55.7% | +41.8% | +13.9% | +37.9% |
| YTD | +7.1% | +56.8% | -49.7% | -7.9% |
| 1Y | -0.5% | +39.0% | -39.5% | -12.2% |
| 3Y | +35.7% | +53.8% | -18.1% | +13.0% |
| All | +103.9% | -5.7% | +109.5% | +86.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling