-3.5%
MSFU vs SNY
+2.7%
-6.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +4.7% | +8.8% | +14.0% |
| 7D | +8.2% | +12.4% | -4.2% | +10.3% |
| 30D | +10.2% | +20.1% | -10.0% | +13.7% |
| 3M | +22.9% | +11.2% | +11.7% | +25.6% |
| 6M | +63.2% | +9.5% | +53.7% | +64.0% |
| YTD | +11.7% | +3.4% | +8.3% | +13.6% |
| 1Y | -3.5% | +2.0% | -5.5% | -1.7% |
| All | -3.5% | +2.7% | -6.2% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling