+32.6%
SNPS vs MSFU
+97.0%
-64.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.4% | +2.5% | -2.3% |
| 7D | -10.2% | +1.0% | -11.2% | -10.9% |
| 30D | -12.8% | +0.6% | -13.4% | -13.4% |
| 3M | +9.9% | +16.4% | -6.5% | +3.3% |
| 6M | -12.4% | +53.0% | -65.4% | -28.2% |
| YTD | -6.3% | +3.5% | -9.7% | -11.1% |
| 1Y | +7.6% | -7.8% | +15.5% | +6.8% |
| 3Y | -9.8% | +35.6% | -45.3% | -28.7% |
| All | +32.6% | +97.0% | -64.4% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling