+88.0%
MSFU vs SPY
+104.3%
-16.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +1.1% |
| 7D | -2.8% | +2.6% | -5.4% | -7.5% |
| 30D | -5.3% | -2.0% | -3.3% | -1.1% |
| 3M | +7.2% | -2.8% | +10.0% | +14.2% |
| 6M | +51.0% | +2.1% | +48.8% | +47.2% |
| YTD | -1.2% | +11.5% | -12.7% | -18.0% |
| 1Y | -10.3% | +13.5% | -23.8% | -28.0% |
| 3Y | +22.2% | +77.7% | -55.5% | -56.2% |
| All | +88.0% | +104.3% | -16.3% | -45.9% |
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