+67.8%
SAP vs MSFU
+19.9%
+47.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +4.9% | +1.5% |
| 7D | -2.5% | -12.7% | +10.2% | +1.2% |
| 30D | +7.5% | -9.0% | +16.5% | +9.7% |
| 3M | +11.6% | +2.9% | +8.7% | +9.5% |
| 6M | +37.6% | +43.5% | -5.9% | +19.8% |
| YTD | -2.0% | -2.4% | +0.5% | -4.4% |
| 1Y | -6.4% | -13.5% | +7.1% | -6.0% |
| All | +67.8% | +19.9% | +47.9% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling