+19.5%
SGOV vs MSFU
+71.2%
-51.7%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +0.1% | -6.9% | +7.0% | +0.1% |
| 30D | +0.3% | -5.1% | +5.4% | +0.3% |
| 3M | +0.9% | +44.6% | -43.7% | +0.9% |
| 6M | +1.8% | +32.8% | -31.0% | +1.8% |
| YTD | +2.5% | -10.1% | +12.6% | +2.5% |
| 1Y | +3.8% | -19.4% | +23.2% | +3.8% |
| 3Y | +14.4% | +26.2% | -11.8% | +14.4% |
| All | +19.5% | +71.2% | -51.7% | +19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling