+76.3%
MSFU vs S
-20.3%
+96.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.6% | -4.3% |
| 7D | -5.7% | -7.7% | +2.0% | -3.5% |
| 30D | +4.2% | -5.3% | +9.5% | +5.4% |
| 3M | +27.9% | +20.3% | +7.6% | +20.2% |
| 6M | +37.1% | +47.4% | -10.2% | +20.8% |
| YTD | -7.4% | +32.5% | -39.9% | -15.6% |
| 1Y | -19.6% | +9.5% | -29.1% | -23.7% |
| 3Y | +33.2% | +15.5% | +17.7% | +20.4% |
| All | +76.3% | -20.3% | +96.6% | +71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling