-14.3%
MSFU vs SPY
+12.2%
-26.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.3% | -6.1% | -7.4% |
| 7D | -12.7% | -0.9% | -11.8% | -11.0% |
| 30D | -9.0% | -2.4% | -6.6% | -4.2% |
| 3M | +2.9% | -1.2% | +4.1% | +6.2% |
| 6M | +43.5% | +3.3% | +40.2% | +37.3% |
| YTD | -2.4% | +12.3% | -14.7% | -18.8% |
| All | -14.3% | +12.2% | -26.5% | -28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling