+22.0%
SPGI vs MSFU
+31.7%
-9.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -0.9% |
| 7D | +0.1% | -5.7% | +5.8% | +1.1% |
| 30D | +8.4% | +4.2% | +4.2% | +7.6% |
| 3M | +11.8% | +27.9% | -16.1% | +6.1% |
| 6M | +5.7% | +37.1% | -31.4% | -1.7% |
| YTD | -9.7% | -7.4% | -2.3% | -10.9% |
| 1Y | -12.5% | -19.6% | +7.1% | -11.8% |
| All | +22.0% | +31.7% | -9.7% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling