+88.9%
SMR vs MSFU
+29.4%
+59.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.3% | +17.6% | +16.4% |
| 7D | +21.4% | -3.2% | +24.6% | +22.9% |
| 30D | +13.8% | -3.1% | +17.0% | +14.9% |
| 3M | +3.9% | +35.3% | -31.4% | -13.1% |
| 6M | -4.2% | +31.6% | -35.8% | -20.6% |
| YTD | -21.1% | -9.5% | -11.6% | -21.3% |
| 1Y | -67.1% | -18.4% | -48.7% | -64.9% |
| 3Y | +88.9% | +26.9% | +61.9% | +82.6% |
| All | +88.9% | +29.4% | +59.5% | +82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling