+103.9%
MSFU vs SM
-23.2%
+127.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.7% | +8.2% | +5.8% |
| 7D | +14.6% | -22.3% | +36.9% | +17.4% |
| 30D | +2.1% | -21.4% | +23.5% | +4.4% |
| 3M | +14.7% | +1.4% | +13.3% | +12.5% |
| 6M | +55.7% | +0.1% | +55.6% | +51.7% |
| YTD | +7.1% | +59.0% | -51.9% | -5.9% |
| 1Y | -0.5% | +64.3% | -64.8% | -13.6% |
| 3Y | +35.7% | -13.1% | +48.9% | +26.8% |
| All | +103.9% | -23.2% | +127.1% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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