+48.3%
MSFU vs SN
+681.9%
-633.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.9% | +2.5% | +4.7% |
| 7D | +14.6% | +7.6% | +6.9% | +12.6% |
| 30D | +2.1% | +24.1% | -22.0% | -3.3% |
| 3M | +14.7% | +23.7% | -9.1% | +8.4% |
| 6M | +55.7% | +105.5% | -49.9% | +28.9% |
| YTD | +7.1% | +105.1% | -98.0% | -12.0% |
| 1Y | -0.5% | +148.3% | -148.8% | -22.6% |
| 3Y | +35.7% | +438.7% | -402.9% | -2.4% |
| All | +48.3% | +681.9% | -633.6% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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