+76.3%
MSFU vs STT
+226.3%
-150.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.3% | -4.2% |
| 7D | -5.7% | +0.5% | -6.2% | -5.9% |
| 30D | +4.2% | +3.9% | +0.3% | +2.2% |
| 3M | +27.9% | +20.0% | +8.0% | +17.3% |
| 6M | +37.1% | +55.3% | -18.2% | +10.7% |
| YTD | -7.4% | +53.3% | -60.7% | -25.1% |
| 1Y | -19.6% | +74.7% | -94.3% | -39.3% |
| 3Y | +33.2% | +205.8% | -172.6% | -24.2% |
| All | +76.3% | +226.3% | -150.0% | -11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling