-67.0%
SMR vs MSFU
+88.0%
-155.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.5% |
| 7D | -8.3% | -2.8% | -5.5% | -7.2% |
| 30D | -20.1% | -5.3% | -14.8% | -18.7% |
| 3M | -52.7% | +7.2% | -59.9% | -54.5% |
| 6M | -61.0% | +51.0% | -112.0% | -68.4% |
| YTD | -67.1% | -1.2% | -65.9% | -68.8% |
| 1Y | -79.9% | -10.3% | -69.5% | -80.1% |
| 3Y | +101.7% | +22.2% | +79.5% | +78.6% |
| All | -67.0% | +88.0% | -155.0% | -72.8% |
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