+30.9%
MSFU vs S
+34.5%
-3.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.4% |
| 7D | +2.5% | -13.4% | +15.9% | +7.9% |
| 30D | -1.3% | -14.0% | +12.7% | +3.9% |
| 3M | +8.6% | +4.9% | +3.8% | +5.3% |
| 6M | +48.4% | +42.0% | +6.4% | +27.9% |
| YTD | +1.6% | +45.1% | -43.6% | -13.2% |
| 1Y | -5.8% | +33.1% | -38.8% | -18.0% |
| 3Y | +30.9% | +40.6% | -9.7% | +30.2% |
| All | +30.9% | +34.5% | -3.5% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling