+88.0%
MSFU vs SPYG
+116.0%
-28.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +1.8% |
| 7D | -2.8% | +2.3% | -5.1% | -6.5% |
| 30D | -5.3% | -6.5% | +1.1% | +5.8% |
| 3M | +7.2% | -6.8% | +14.1% | +20.9% |
| 6M | +51.0% | -3.1% | +54.1% | +59.7% |
| YTD | -1.2% | +8.0% | -9.2% | -12.0% |
| 1Y | -10.3% | +10.2% | -20.5% | -22.9% |
| 3Y | +22.2% | +91.0% | -68.8% | -57.7% |
| All | +88.0% | +116.0% | -28.0% | -45.1% |
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