+76.3%
MSFU vs SPG
+156.7%
-80.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.8% |
| 7D | -5.7% | -2.4% | -3.3% | -4.8% |
| 30D | +4.2% | -6.8% | +11.0% | +6.9% |
| 3M | +27.9% | +2.7% | +25.2% | +25.2% |
| 6M | +37.1% | +5.5% | +31.7% | +31.9% |
| YTD | -7.4% | +15.7% | -23.1% | -15.3% |
| 1Y | -19.6% | +20.9% | -40.5% | -28.5% |
| 3Y | +33.2% | +112.4% | -79.2% | -13.3% |
| All | +76.3% | +156.7% | -80.4% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling