+18.6%
SNPS vs MSFU
+76.3%
-57.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.2% | -1.2% | -3.9% |
| 7D | -11.0% | -5.7% | -5.3% | -9.2% |
| 30D | -1.7% | +4.2% | -5.9% | -3.3% |
| 3M | -20.4% | +27.9% | -48.3% | -28.6% |
| 6M | -8.6% | +37.1% | -45.7% | -22.2% |
| YTD | -16.2% | -7.4% | -8.8% | -16.8% |
| 1Y | -34.6% | -19.6% | -15.0% | -31.6% |
| 3Y | -14.5% | +33.2% | -47.7% | -32.3% |
| All | +18.6% | +76.3% | -57.7% | -20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling