+88.0%
MSFU vs SUI
-9.6%
+97.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.1% |
| 7D | -2.8% | -1.5% | -1.3% | -2.3% |
| 30D | -5.3% | +3.7% | -9.1% | -6.5% |
| 3M | +7.2% | -0.4% | +7.6% | +7.2% |
| 6M | +51.0% | -2.8% | +53.8% | +51.0% |
| YTD | -1.2% | -1.6% | +0.4% | -1.8% |
| 1Y | -10.3% | -2.1% | -8.3% | -10.8% |
| 3Y | +22.2% | +18.5% | +3.7% | +8.5% |
| All | +88.0% | -9.6% | +97.6% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 5y: compounded portfolio wealth divided by compounded SUI 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…
5y analysis · Full analysis span regression · 6 months rolling