+18.1%
SNPS vs MSFU
+72.2%
-54.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | +0.4% |
| 7D | -5.5% | -3.2% | -2.3% | -4.5% |
| 30D | -5.8% | -3.1% | -2.6% | -4.8% |
| 3M | -17.2% | +35.3% | -52.5% | -27.6% |
| 6M | -10.4% | +31.6% | -42.0% | -22.5% |
| YTD | -16.5% | -9.5% | -7.0% | -16.5% |
| 1Y | -35.6% | -18.4% | -17.2% | -33.3% |
| 3Y | -14.6% | +26.9% | -41.5% | -31.1% |
| All | +18.1% | +72.2% | -54.2% | -20.6% |
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 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