+3.7%
SO vs MSFU
-2.2%
+5.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +13.5% | -14.1% | +0.1% |
| 7D | +1.7% | +8.2% | -6.4% | +2.3% |
| 30D | +11.1% | +10.2% | +0.9% | +11.9% |
| 3M | +0.7% | +22.9% | -22.2% | +2.0% |
| 6M | -1.4% | +63.2% | -64.6% | +1.4% |
| YTD | +9.4% | +11.7% | -2.3% | +13.0% |
| 1Y | +3.7% | -3.5% | +7.2% | +9.5% |
| All | +3.7% | -2.2% | +5.9% | +9.5% |
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