+28.2%
MSFU vs SN
+490.7%
-462.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.1% | -3.9% |
| 7D | -5.7% | -9.3% | +3.6% | -3.4% |
| 30D | +4.2% | -4.8% | +9.0% | +5.4% |
| 3M | +27.9% | +40.4% | -12.5% | +16.9% |
| 6M | +37.1% | +50.9% | -13.8% | +22.3% |
| YTD | -7.4% | +54.9% | -62.3% | -18.2% |
| 1Y | -19.6% | +43.0% | -62.6% | -27.7% |
| 3Y | +33.2% | +391.8% | -358.6% | +2.6% |
| All | +28.2% | +490.7% | -462.5% | -1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling