+76.3%
MSFU vs SPYG
+128.6%
-52.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.0% | -4.0% |
| 7D | -5.7% | +0.4% | -6.1% | -6.2% |
| 30D | +4.2% | -0.4% | +4.6% | +4.9% |
| 3M | +27.9% | +0.5% | +27.4% | +26.8% |
| 6M | +37.1% | +17.5% | +19.7% | +5.4% |
| YTD | -7.4% | +14.3% | -21.7% | -25.1% |
| 1Y | -19.6% | +21.7% | -41.3% | -41.5% |
| 3Y | +33.2% | +98.6% | -65.4% | -56.7% |
| All | +76.3% | +128.6% | -52.3% | -53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling