-19.4%
MSFU vs SPYG
+17.3%
-36.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +1.6% |
| 7D | -6.9% | -1.8% | -5.1% | -4.3% |
| 30D | -5.1% | -1.9% | -3.2% | -2.3% |
| 3M | +44.6% | +5.2% | +39.5% | +33.3% |
| 6M | +32.8% | +15.6% | +17.3% | +6.7% |
| YTD | -10.1% | +12.4% | -22.5% | -24.1% |
| 1Y | -19.4% | +17.5% | -36.8% | -35.3% |
| All | -19.4% | +17.3% | -36.7% | -35.3% |
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 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