-16.5%
MSFU vs S
+6.9%
-23.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.6% | -4.3% |
| 7D | -5.7% | -7.7% | +2.0% | -2.4% |
| 30D | +4.2% | -5.3% | +9.5% | +5.7% |
| 3M | +27.9% | +20.3% | +7.6% | +14.4% |
| 6M | +37.1% | +47.4% | -10.2% | +8.9% |
| YTD | -7.4% | +32.5% | -39.9% | -23.5% |
| All | -16.5% | +6.9% | -23.4% | -28.9% |
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 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