-73.1%
SMR vs MSFU
-18.4%
-54.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +1.2% |
| 7D | +4.4% | -5.7% | +10.1% | +6.8% |
| 30D | +3.4% | +4.2% | -0.8% | +1.2% |
| 3M | -19.2% | +27.9% | -47.1% | -27.5% |
| 6M | -22.6% | +37.1% | -59.8% | -35.6% |
| YTD | -31.5% | -7.4% | -24.2% | -31.4% |
| 1Y | -73.1% | -19.6% | -53.5% | -70.3% |
| All | -73.1% | -18.4% | -54.6% | -70.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling