+93.3%
MSFU vs SM
-21.1%
+114.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.8% | -2.0% |
| 7D | +2.5% | -25.9% | +28.4% | +5.8% |
| 30D | -1.3% | -15.1% | +13.8% | 0.0% |
| 3M | +8.6% | +4.9% | +3.8% | +6.2% |
| 6M | +48.4% | +6.1% | +42.3% | +43.4% |
| YTD | +1.6% | +63.4% | -61.9% | -11.1% |
| 1Y | -5.8% | +72.5% | -78.2% | -18.8% |
| 3Y | +30.9% | -16.9% | +47.8% | +23.6% |
| All | +93.3% | -21.1% | +114.4% | +92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling