+95.0%
MSFU vs SM
-22.1%
+117.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.8% | -4.5% |
| 7D | +4.0% | -19.5% | +23.5% | +6.2% |
| 30D | -2.3% | -20.2% | +17.9% | -0.3% |
| 3M | +7.1% | -6.5% | +13.6% | +6.4% |
| 6M | +48.9% | +1.6% | +47.3% | +44.8% |
| YTD | +2.4% | +61.2% | -58.8% | -10.2% |
| 1Y | -8.1% | +65.4% | -73.5% | -20.2% |
| 3Y | +25.2% | -13.0% | +38.2% | +17.1% |
| All | +95.0% | -22.1% | +117.1% | +94.2% |
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