+35.5%
SO vs MSFU
+88.0%
-52.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | +1.4% | -2.8% | +4.1% | +1.3% |
| 30D | +4.7% | -5.3% | +10.0% | +4.7% |
| 3M | +1.7% | +7.2% | -5.5% | +1.8% |
| 6M | +2.2% | +51.0% | -48.8% | +2.4% |
| YTD | +10.0% | -1.2% | +11.2% | +10.9% |
| 1Y | +6.0% | -10.3% | +16.4% | +7.2% |
| 3Y | +54.1% | +22.2% | +31.9% | +49.9% |
| All | +35.5% | +88.0% | -52.5% | +19.7% |
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