+70.7%
MSFU vs SNY
+27.9%
+42.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | -2.3% | -3.6% | +1.3% | -2.2% |
| 30D | -6.3% | -1.4% | -4.8% | -6.2% |
| 3M | +40.0% | -4.2% | +44.2% | +39.9% |
| 6M | +30.1% | +2.0% | +28.1% | +29.4% |
| YTD | -10.3% | -6.7% | -3.7% | -10.2% |
| 1Y | -19.0% | -4.7% | -14.3% | -19.1% |
| 3Y | +25.8% | -8.1% | +33.9% | +25.2% |
| All | +70.7% | +27.9% | +42.8% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling