+95.0%
MSFU vs SUI
-9.1%
+104.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.1% |
| 7D | +4.0% | +3.4% | +0.6% | +3.1% |
| 30D | -2.3% | +4.6% | -6.9% | -3.8% |
| 3M | +7.1% | +1.6% | +5.5% | +6.4% |
| 6M | +48.9% | -3.5% | +52.4% | +49.3% |
| YTD | +2.4% | -1.0% | +3.5% | +1.6% |
| 1Y | -8.1% | -1.7% | -6.4% | -8.7% |
| 3Y | +25.2% | +18.4% | +6.8% | +11.3% |
| All | +95.0% | -9.1% | +104.1% | +116.6% |
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