+28.5%
SPGI vs MSFU
+20.9%
+7.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.5% |
| 7D | -0.8% | -4.9% | +4.1% | -0.1% |
| 30D | +14.3% | -9.1% | +23.3% | +15.6% |
| 3M | +14.5% | +8.7% | +5.8% | +12.4% |
| 6M | +17.3% | +48.3% | -31.0% | +7.9% |
| YTD | -4.6% | -1.6% | -3.0% | -7.3% |
| 1Y | +0.8% | -13.6% | +14.4% | 0.0% |
| All | +28.5% | +20.9% | +7.6% | +15.8% |
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