+161.5%
SMR vs MSFU
+34.7%
+126.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.5% | +1.6% | +4.5% |
| 7D | +1.7% | +14.6% | -12.9% | -5.3% |
| 30D | -24.4% | +2.1% | -26.6% | -25.5% |
| 3M | -44.6% | +14.7% | -59.3% | -48.9% |
| 6M | -56.7% | +55.7% | -112.3% | -66.9% |
| YTD | -61.6% | +7.1% | -68.7% | -64.9% |
| 1Y | -82.1% | -0.5% | -81.6% | -82.9% |
| 3Y | +161.5% | +35.7% | +125.8% | +171.9% |
| All | +161.5% | +34.7% | +126.8% | +171.9% |
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 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