+97.0%
MSFU vs STLD
+199.1%
-102.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -7.6% | +0.2% | -5.8% |
| 7D | +1.0% | -12.5% | +13.5% | +3.8% |
| 30D | +0.6% | -6.8% | +7.4% | +2.0% |
| 3M | +16.4% | -16.4% | +32.8% | +20.4% |
| 6M | +53.0% | -6.1% | +59.1% | +52.7% |
| YTD | +3.5% | +32.0% | -28.5% | -6.5% |
| 1Y | -7.8% | +45.5% | -53.4% | -19.3% |
| 3Y | +35.6% | +106.5% | -70.9% | +4.5% |
| All | +97.0% | +199.1% | -102.1% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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