+70.7%
MSFU vs SPY
+106.0%
-35.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | 0.0% |
| 7D | -2.3% | -0.4% | -2.0% | -1.6% |
| 30D | -6.3% | -1.4% | -4.9% | -3.6% |
| 3M | +40.0% | +3.7% | +36.2% | +31.4% |
| 6M | +30.1% | +13.0% | +17.1% | +4.2% |
| YTD | -10.3% | +12.4% | -22.7% | -27.2% |
| 1Y | -19.0% | +18.5% | -37.6% | -40.5% |
| 3Y | +25.8% | +77.6% | -51.8% | -55.1% |
| All | +70.7% | +106.0% | -35.3% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded SPY 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling