+36.2%
MSFU vs SN
+650.0%
-613.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.6% |
| 7D | -4.9% | +1.4% | -6.3% | -5.3% |
| 30D | -9.1% | +16.6% | -25.7% | -12.6% |
| 3M | +8.7% | +18.3% | -9.6% | +3.9% |
| 6M | +48.3% | +103.1% | -54.8% | +23.2% |
| YTD | -1.6% | +96.7% | -98.3% | -18.3% |
| 1Y | -13.6% | +134.3% | -147.9% | -31.7% |
| 3Y | +20.2% | +425.2% | -405.0% | -12.6% |
| All | +36.2% | +650.0% | -613.8% | -1.6% |
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