+95.0%
MSFU vs STT
+189.8%
-94.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.8% | -4.6% |
| 7D | +4.0% | +1.1% | +2.9% | +3.7% |
| 30D | -2.3% | -1.9% | -0.4% | -1.1% |
| 3M | +7.1% | -7.6% | +14.7% | +11.3% |
| 6M | +48.9% | +16.0% | +32.9% | +39.0% |
| YTD | +2.4% | +36.2% | -33.7% | -12.2% |
| 1Y | -8.1% | +46.8% | -54.9% | -24.3% |
| 3Y | +25.2% | +177.8% | -152.6% | -25.2% |
| All | +95.0% | +189.8% | -94.8% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling