+76.3%
MSFU vs SUI
-9.8%
+86.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.8% | -4.1% |
| 7D | -5.7% | -2.8% | -2.9% | -4.9% |
| 30D | +4.2% | -1.2% | +5.3% | +4.5% |
| 3M | +27.9% | -1.7% | +29.6% | +27.9% |
| 6M | +37.1% | -10.5% | +47.6% | +41.3% |
| YTD | -7.4% | -1.8% | -5.5% | -7.7% |
| 1Y | -19.6% | -4.1% | -15.5% | -19.5% |
| 3Y | +33.2% | +11.3% | +21.9% | +22.4% |
| All | +76.3% | -9.8% | +86.2% | +96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling