+62.4%
SAP vs MSFU
+32.9%
+29.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | +0.4% |
| 7D | -2.9% | -5.7% | +2.8% | -1.2% |
| 30D | +9.0% | +4.2% | +4.8% | +7.5% |
| 3M | +14.9% | +27.9% | -13.0% | +5.0% |
| 6M | +11.9% | +37.1% | -25.2% | -0.7% |
| YTD | -9.9% | -7.4% | -2.5% | -10.0% |
| 1Y | -19.5% | -19.6% | +0.1% | -17.0% |
| All | +62.4% | +32.9% | +29.5% | +37.4% |
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