+33.4%
SPGI vs MSFU
+76.3%
-42.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -0.7% |
| 7D | +0.1% | -5.7% | +5.8% | +1.3% |
| 30D | +8.4% | +4.2% | +4.2% | +7.4% |
| 3M | +11.8% | +27.9% | -16.1% | +4.8% |
| 6M | +5.7% | +37.1% | -31.4% | -3.3% |
| YTD | -9.7% | -7.4% | -2.3% | -10.8% |
| 1Y | -12.5% | -19.6% | +7.1% | -11.2% |
| 3Y | +21.8% | +33.2% | -11.4% | +0.6% |
| All | +33.4% | +76.3% | -42.9% | -4.3% |
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