+70.7%
MSFU vs SPYG
+126.7%
-56.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.3% |
| 7D | -2.3% | +0.3% | -2.7% | -2.8% |
| 30D | -6.3% | -1.7% | -4.6% | -3.6% |
| 3M | +40.0% | +3.6% | +36.3% | +32.0% |
| 6M | +30.1% | +16.6% | +13.5% | +1.3% |
| YTD | -10.3% | +13.4% | -23.7% | -26.4% |
| 1Y | -19.0% | +19.6% | -38.6% | -39.3% |
| 3Y | +25.8% | +99.8% | -74.0% | -59.6% |
| All | +70.7% | +126.7% | -56.0% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling