+30.2%
MSFU vs SPY
+77.4%
-47.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -3.4% |
| 7D | -5.7% | +0.1% | -5.8% | -5.8% |
| 30D | +4.2% | +0.1% | +4.1% | +4.2% |
| 3M | +27.9% | +2.0% | +25.9% | +24.0% |
| 6M | +37.1% | +13.0% | +24.1% | +10.1% |
| YTD | -7.4% | +13.5% | -20.9% | -26.0% |
| 1Y | -19.6% | +20.0% | -39.6% | -41.9% |
| All | +30.2% | +77.4% | -47.2% | -49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling