-3.5%
MSFU vs SFM
-35.8%
+32.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +3.6% | +9.8% | +13.2% |
| 7D | +8.2% | -12.3% | +20.4% | +9.4% |
| 30D | +10.2% | -16.2% | +26.4% | +11.9% |
| 3M | +22.9% | -36.8% | +59.7% | +30.1% |
| 6M | +63.2% | -32.6% | +95.8% | +70.7% |
| YTD | +11.7% | -31.7% | +43.4% | +19.3% |
| 1Y | -3.5% | -35.0% | +31.5% | +4.6% |
| All | -3.5% | -35.8% | +32.3% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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