-60.5%
SPCH vs MSFU
+73.0%
-133.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +5.5% | +6.5% | +10.3% |
| 7D | +6.2% | +14.6% | -8.4% | +2.3% |
| 30D | -28.1% | +2.1% | -30.2% | -28.0% |
| 3M | -0.5% | +14.7% | -15.1% | -3.2% |
| All | -60.5% | +73.0% | -133.6% | -64.2% |
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 · Available span rolling