+103.9%
MSFU vs STT
+187.0%
-83.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.2% | +2.2% | +3.8% |
| 7D | +14.6% | +0.9% | +13.7% | +14.4% |
| 30D | +2.1% | -2.3% | +4.4% | +3.6% |
| 3M | +14.7% | -7.5% | +22.1% | +19.1% |
| 6M | +55.7% | +14.9% | +40.8% | +46.0% |
| YTD | +7.1% | +34.9% | -27.8% | -7.8% |
| 1Y | -0.5% | +47.1% | -47.6% | -18.1% |
| 3Y | +35.7% | +179.6% | -143.9% | -19.1% |
| All | +103.9% | +187.0% | -83.1% | +9.0% |
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