-19.6%
MSFU vs SPYG
+22.6%
-42.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.0% | -4.0% |
| 7D | -5.7% | +0.4% | -6.1% | -6.1% |
| 30D | +4.2% | -0.4% | +4.6% | +4.9% |
| 3M | +27.9% | +0.5% | +27.4% | +25.8% |
| 6M | +37.1% | +17.5% | +19.7% | +7.4% |
| YTD | -7.4% | +14.3% | -21.7% | -23.8% |
| 1Y | -19.6% | +21.7% | -41.3% | -39.4% |
| All | -19.6% | +22.6% | -42.2% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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