+73.2%
MSFU vs SNY
+27.7%
+45.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -1.8% | -3.3% | +1.5% | -1.7% |
| 30D | +0.5% | -2.2% | +2.6% | +0.5% |
| 3M | +51.9% | -3.0% | +54.9% | +51.7% |
| 6M | +35.0% | +2.7% | +32.2% | +34.2% |
| YTD | -9.0% | -6.8% | -2.2% | -8.9% |
| 1Y | -18.8% | -5.3% | -13.5% | -18.8% |
| 3Y | +25.5% | -9.8% | +35.3% | +25.5% |
| All | +73.2% | +27.7% | +45.5% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling