+72.2%
MSFU vs SCHG
+135.4%
-63.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.0% |
| 7D | -3.2% | -0.1% | -3.1% | -2.9% |
| 30D | -3.1% | -1.5% | -1.7% | -0.4% |
| 3M | +35.3% | +4.4% | +30.9% | +27.4% |
| 6M | +31.6% | +15.7% | +15.9% | +5.4% |
| YTD | -9.5% | +8.3% | -17.8% | -18.5% |
| 1Y | -18.4% | +14.2% | -32.6% | -32.6% |
| 3Y | +26.9% | +88.3% | -61.3% | -52.2% |
| All | +72.2% | +135.4% | -63.1% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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