-18.4%
MSFU vs SFM
-45.2%
+26.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.5% | +4.2% | -1.3% |
| 7D | -3.2% | -5.8% | +2.7% | -2.3% |
| 30D | -3.1% | -11.4% | +8.2% | -1.5% |
| 3M | +35.3% | -12.2% | +47.5% | +36.2% |
| 6M | +31.6% | -5.2% | +36.7% | +33.5% |
| YTD | -9.5% | -4.5% | -5.1% | -8.3% |
| 1Y | -18.4% | -45.4% | +27.0% | -18.0% |
| All | -18.4% | -45.2% | +26.8% | -18.0% |
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