+76.3%
MSFU vs STLD
+225.5%
-149.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -3.8% |
| 7D | -5.7% | +3.1% | -8.8% | -6.4% |
| 30D | +4.2% | -9.0% | +13.2% | +6.1% |
| 3M | +27.9% | -12.4% | +40.3% | +31.0% |
| 6M | +37.1% | +25.5% | +11.6% | +27.4% |
| YTD | -7.4% | +43.6% | -51.0% | -17.6% |
| 1Y | -19.6% | +87.2% | -106.8% | -34.3% |
| 3Y | +33.2% | +135.2% | -102.0% | -0.3% |
| All | +76.3% | +225.5% | -149.1% | +9.8% |
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