+72.2%
MSFU vs SFM
+159.8%
-87.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.5% | +4.2% | -1.1% |
| 7D | -3.2% | -5.8% | +2.7% | -2.1% |
| 30D | -3.1% | -11.4% | +8.2% | -1.1% |
| 3M | +35.3% | -12.2% | +47.5% | +38.3% |
| 6M | +31.6% | -5.2% | +36.7% | +32.2% |
| YTD | -9.5% | -4.5% | -5.1% | -9.5% |
| 1Y | -18.4% | -45.4% | +27.0% | -9.1% |
| 3Y | +26.9% | +91.1% | -64.2% | +4.8% |
| All | +72.2% | +159.8% | -87.6% | +31.4% |
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