+33.7%
SO vs MSFU
+93.3%
-59.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -1.1% |
| 7D | -1.5% | +2.5% | -3.9% | -1.4% |
| 30D | +8.1% | -1.3% | +9.4% | +8.1% |
| 3M | +0.2% | +8.6% | -8.4% | +0.3% |
| 6M | +0.4% | +48.4% | -48.0% | +0.7% |
| YTD | +8.5% | +1.6% | +6.9% | +9.5% |
| 1Y | +4.9% | -5.8% | +10.7% | +6.1% |
| 3Y | +47.9% | +30.9% | +17.0% | +43.0% |
| All | +33.7% | +93.3% | -59.6% | +18.1% |
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 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