-35.6%
SNPS vs MSFU
-18.4%
-17.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | 0.0% |
| 7D | -5.5% | -3.2% | -2.3% | -4.9% |
| 30D | -5.8% | -3.1% | -2.6% | -5.2% |
| 3M | -17.2% | +35.3% | -52.5% | -21.4% |
| 6M | -10.4% | +31.6% | -42.0% | -16.7% |
| YTD | -16.5% | -9.5% | -7.0% | -16.7% |
| 1Y | -35.6% | -18.4% | -17.2% | -32.4% |
| All | -35.6% | -18.4% | -17.2% | -32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling