+71.2%
MSFU vs SPYG
+124.8%
-53.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +1.7% |
| 7D | -6.9% | -1.8% | -5.1% | -4.1% |
| 30D | -5.1% | -1.9% | -3.2% | -2.0% |
| 3M | +44.6% | +5.2% | +39.5% | +33.2% |
| 6M | +32.8% | +15.6% | +17.3% | +4.9% |
| YTD | -10.1% | +12.4% | -22.5% | -25.2% |
| 1Y | -19.4% | +17.5% | -36.8% | -37.7% |
| 3Y | +26.2% | +98.1% | -71.9% | -58.9% |
| All | +71.2% | +124.8% | -53.6% | -53.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling