+37.1%
MSFU vs SUNB
+1.6%
+35.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.9% | -6.8% | 0.0% |
| 7D | -2.3% | +9.4% | -11.7% | -0.9% |
| 30D | -6.3% | -6.9% | +0.6% | -6.8% |
| 3M | +40.0% | -11.3% | +51.2% | +39.0% |
| 6M | +30.1% | -1.8% | +31.9% | +33.1% |
| All | +37.1% | +1.6% | +35.5% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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