+72.2%
MSFU vs SPY
+107.0%
-34.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.3% |
| 7D | -3.2% | +0.5% | -3.7% | -4.1% |
| 30D | -3.1% | -0.9% | -2.2% | -1.2% |
| 3M | +35.3% | +3.9% | +31.4% | +26.6% |
| 6M | +31.6% | +14.5% | +17.1% | +2.8% |
| YTD | -9.5% | +12.9% | -22.4% | -27.2% |
| 1Y | -18.4% | +19.4% | -37.8% | -40.8% |
| 3Y | +26.9% | +78.5% | -51.5% | -55.1% |
| All | +72.2% | +107.0% | -34.7% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling