-5.9%
SAP vs MSFU
-2.2%
-3.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +13.5% | -9.2% | +0.1% |
| 7D | +1.3% | +8.2% | -6.9% | -1.4% |
| 30D | +15.5% | +10.2% | +5.4% | +11.6% |
| 3M | +22.8% | +22.9% | -0.1% | +14.1% |
| 6M | +42.5% | +63.2% | -20.7% | +19.8% |
| YTD | +0.5% | +11.7% | -11.2% | -2.1% |
| 1Y | -5.9% | -3.5% | -2.4% | -8.0% |
| All | -5.9% | -2.2% | -3.7% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 1y: compounded portfolio wealth divided by compounded MSFU 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…
1y analysis · Full analysis span regression · 6 months rolling