-23.5%
SMR vs MSFU
+70.7%
-94.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.9% |
| 7D | +13.1% | -2.3% | +15.4% | +13.9% |
| 30D | +17.8% | -6.3% | +24.0% | +20.4% |
| 3M | +8.1% | +40.0% | -31.9% | -8.4% |
| 6M | -11.1% | +30.1% | -41.2% | -23.5% |
| YTD | -23.7% | -10.3% | -13.4% | -24.3% |
| 1Y | -69.4% | -19.0% | -50.4% | -68.1% |
| 3Y | +82.6% | +25.8% | +56.8% | +66.3% |
| All | -23.5% | +70.7% | -94.2% | -34.1% |
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