+43.3%
MSFU vs SN
+639.7%
-596.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.0% | -6.4% | -7.1% |
| 7D | +1.0% | +3.8% | -2.8% | +0.1% |
| 30D | +0.6% | +17.5% | -16.9% | -3.4% |
| 3M | +16.4% | +19.2% | -2.8% | +11.1% |
| 6M | +53.0% | +84.9% | -31.9% | +30.1% |
| YTD | +3.5% | +94.0% | -90.6% | -13.8% |
| 1Y | -7.8% | +151.3% | -159.2% | -28.7% |
| 3Y | +35.6% | +387.1% | -351.5% | -1.0% |
| All | +43.3% | +639.7% | -596.5% | +3.9% |
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