-63.0%
SMR vs MSFU
+85.8%
-148.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +4.9% | +2.1% |
| 7D | +1.9% | -12.7% | +14.6% | +7.9% |
| 30D | -21.9% | -9.0% | -12.9% | -19.2% |
| 3M | -47.1% | +2.9% | -50.0% | -48.2% |
| 6M | -60.6% | +43.5% | -104.2% | -67.4% |
| YTD | -63.1% | -2.4% | -60.7% | -64.8% |
| 1Y | -80.4% | -13.5% | -67.0% | -80.3% |
| 3Y | +150.2% | +19.2% | +131.0% | +123.1% |
| All | -63.0% | +85.8% | -148.7% | -69.4% |
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