-85.6%
SMR vs MSFU
-2.2%
-83.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +13.5% | -17.9% | -9.1% |
| 7D | -9.5% | +8.2% | -17.7% | -12.4% |
| 30D | -33.2% | +10.2% | -43.4% | -35.7% |
| 3M | -45.9% | +22.9% | -68.8% | -50.4% |
| 6M | -57.9% | +63.2% | -121.1% | -65.9% |
| YTD | -63.8% | +11.7% | -75.5% | -68.3% |
| 1Y | -85.6% | -3.5% | -82.1% | -86.9% |
| All | -85.6% | -2.2% | -83.4% | -86.9% |
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 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