+87.3%
MSFU vs S
-10.6%
+97.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.3% | +7.1% | +2.7% |
| 7D | -4.9% | +4.1% | -9.0% | -6.2% |
| 30D | -9.1% | -7.2% | -1.9% | -7.1% |
| 3M | +8.7% | 0.0% | +8.7% | +7.4% |
| 6M | +48.3% | +41.6% | +6.7% | +31.3% |
| YTD | -1.6% | +48.6% | -50.2% | -14.1% |
| 1Y | -13.6% | +30.0% | -43.6% | -22.3% |
| 3Y | +20.2% | +42.2% | -21.9% | +2.2% |
| All | +87.3% | -10.6% | +97.9% | +74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling