-14.3%
MSFU vs SFM
-35.5%
+21.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +3.5% | -8.2% | -5.0% |
| 7D | -12.7% | -7.1% | -5.6% | -12.2% |
| 30D | -9.0% | -21.4% | +12.4% | -7.3% |
| 3M | +2.9% | -40.1% | +43.0% | +8.7% |
| 6M | +43.5% | -38.0% | +81.6% | +50.4% |
| YTD | -2.4% | -36.5% | +34.1% | +4.0% |
| All | -14.3% | -35.5% | +21.2% | -7.9% |
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