-8.1%
MSFU vs SM
+64.7%
-72.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.8% | -4.1% |
| 7D | +4.0% | -19.5% | +23.5% | +0.8% |
| 30D | -2.3% | -20.2% | +17.9% | -5.2% |
| 3M | +7.1% | -6.5% | +13.6% | +5.9% |
| 6M | +48.9% | +1.6% | +47.3% | +48.7% |
| YTD | +2.4% | +61.2% | -58.8% | +6.1% |
| 1Y | -8.1% | +65.4% | -73.5% | -5.0% |
| All | -8.1% | +64.7% | -72.8% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling