+52.7%
SHW vs MSFU
+87.3%
-34.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.3% |
| 7D | +0.7% | -4.9% | +5.6% | +1.3% |
| 30D | +8.4% | -9.1% | +17.5% | +9.5% |
| 3M | -2.2% | +8.7% | -10.9% | -3.5% |
| 6M | +13.3% | +48.3% | -34.9% | +6.2% |
| YTD | +9.2% | -1.6% | +10.8% | +8.1% |
| 1Y | +2.9% | -13.6% | +16.5% | +4.3% |
| 3Y | +41.1% | +20.2% | +20.9% | +25.8% |
| All | +52.7% | +87.3% | -34.6% | +15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling