+27.6%
SO vs MSFU
+76.3%
-48.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.4% | -0.8% |
| 7D | -0.2% | -5.7% | +5.5% | -0.2% |
| 30D | -4.6% | +4.2% | -8.8% | -4.5% |
| 3M | -3.0% | +27.9% | -30.9% | -2.8% |
| 6M | -8.3% | +37.1% | -45.4% | -8.1% |
| YTD | +3.5% | -7.4% | +10.9% | +4.4% |
| 1Y | -0.9% | -19.6% | +18.7% | +0.2% |
| 3Y | +45.4% | +33.2% | +12.2% | +38.1% |
| All | +27.6% | +76.3% | -48.7% | +12.6% |
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