+76.3%
MSFU vs SFM
+177.9%
-101.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.9% | -7.0% | -4.7% |
| 7D | -5.7% | -0.1% | -5.6% | -5.7% |
| 30D | +4.2% | -4.4% | +8.5% | +4.9% |
| 3M | +27.9% | +1.5% | +26.4% | +27.7% |
| 6M | +37.1% | +6.5% | +30.6% | +34.6% |
| YTD | -7.4% | +2.2% | -9.5% | -8.6% |
| 1Y | -19.6% | -41.9% | +22.3% | -11.5% |
| 3Y | +33.2% | +106.8% | -73.6% | +8.2% |
| All | +76.3% | +177.9% | -101.6% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling