+188.3%
SAP vs MSFU
+93.3%
+95.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.3% | -3.6% |
| 7D | -0.7% | +2.5% | -3.1% | -1.8% |
| 30D | +11.1% | -1.3% | +12.4% | +10.8% |
| 3M | +17.0% | +8.6% | +8.4% | +13.0% |
| 6M | +34.8% | +48.4% | -13.6% | +15.9% |
| YTD | -2.2% | +1.6% | -3.8% | -6.0% |
| 1Y | -6.4% | -5.8% | -0.7% | -8.5% |
| 3Y | +75.1% | +30.9% | +44.2% | +46.7% |
| All | +188.3% | +93.3% | +95.0% | +107.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling