+40.6%
MSFU vs SN
+659.6%
-619.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.7% | -4.5% | -2.5% |
| 7D | +2.5% | +7.2% | -4.7% | +0.7% |
| 30D | -1.3% | +20.4% | -21.7% | -5.9% |
| 3M | +8.6% | +23.9% | -15.3% | +2.7% |
| 6M | +48.4% | +93.0% | -44.6% | +24.8% |
| YTD | +1.6% | +99.2% | -97.7% | -15.9% |
| 1Y | -5.8% | +142.6% | -148.4% | -26.3% |
| 3Y | +30.9% | +398.8% | -367.9% | -5.1% |
| All | +40.6% | +659.6% | -619.0% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling