+1.7%
SPGI vs MSFU
-1.7%
+3.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.7% | 0.0% |
| 7D | -0.9% | +14.6% | -15.4% | -2.7% |
| 30D | +15.5% | +2.1% | +13.4% | +14.9% |
| 3M | +15.7% | +14.7% | +1.0% | +13.1% |
| 6M | +19.1% | +55.7% | -36.6% | +10.6% |
| YTD | -4.1% | +7.1% | -11.2% | -12.1% |
| All | +1.7% | -1.7% | +3.4% | -8.1% |
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 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