+448.0%
SNXX vs MSFU
-5.5%
+453.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +2.8% |
| 7D | +27.3% | -2.3% | +29.7% | +27.2% |
| 30D | +89.3% | -6.3% | +95.5% | +89.5% |
| 3M | -29.6% | +40.0% | -69.5% | -24.7% |
| 6M | +324.4% | +30.1% | +294.3% | +318.3% |
| All | +448.0% | -5.5% | +453.5% | +374.1% |
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