+20.8%
MSFU vs SPYG
+93.9%
-73.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.7% | -6.5% | -7.4% |
| 7D | -12.7% | -1.5% | -11.1% | -10.6% |
| 30D | -9.0% | -7.2% | -1.8% | +2.7% |
| 3M | +2.9% | -4.6% | +7.6% | +11.4% |
| 6M | +43.5% | -1.2% | +44.8% | +47.0% |
| YTD | -2.4% | +9.3% | -11.7% | -14.2% |
| 1Y | -13.5% | +8.8% | -22.3% | -23.6% |
| All | +20.8% | +93.9% | -73.1% | -56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling