+103.9%
MSFU vs SFM
+69.3%
+34.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.5% | +5.3% |
| 7D | +14.6% | -10.2% | +24.8% | +16.6% |
| 30D | +2.1% | -23.9% | +26.0% | +6.1% |
| 3M | +14.7% | -42.3% | +56.9% | +25.2% |
| 6M | +55.7% | -40.1% | +95.8% | +68.4% |
| YTD | +7.1% | -37.8% | +44.9% | +14.5% |
| 1Y | -0.5% | -37.1% | +36.6% | +6.0% |
| 3Y | +35.7% | +21.5% | +14.2% | +21.1% |
| All | +103.9% | +69.3% | +34.6% | +66.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling