+85.8%
MSFU vs SPXU
-87.7%
+173.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.9% | -0.9% | -7.3% |
| 7D | -12.7% | +1.5% | -14.2% | -10.9% |
| 30D | -9.0% | +6.4% | -15.3% | -3.3% |
| 3M | +2.9% | +4.2% | -1.3% | +8.9% |
| 6M | +43.5% | -7.8% | +51.3% | +43.6% |
| YTD | -2.4% | -27.5% | +25.1% | -13.7% |
| 1Y | -13.5% | -27.1% | +13.7% | -22.8% |
| 3Y | +19.2% | -80.8% | +100.0% | -42.6% |
| All | +85.8% | -87.7% | +173.4% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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