+72.2%
MSFU vs SPG
+159.7%
-87.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.8% |
| 7D | -3.2% | 0.0% | -3.2% | -3.1% |
| 30D | -3.1% | -4.9% | +1.8% | -1.3% |
| 3M | +35.3% | +3.3% | +32.0% | +32.2% |
| 6M | +31.6% | +11.2% | +20.4% | +23.6% |
| YTD | -9.5% | +17.1% | -26.6% | -17.6% |
| 1Y | -18.4% | +21.6% | -40.0% | -27.5% |
| 3Y | +26.9% | +111.9% | -84.9% | -17.1% |
| All | +72.2% | +159.7% | -87.5% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling