+189.7%
SPMO vs MSFU
+70.7%
+119.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +2.7% | -2.3% | +5.0% | +3.1% |
| 30D | +1.1% | -6.3% | +7.3% | +2.0% |
| 3M | +2.0% | +40.0% | -37.9% | -5.1% |
| 6M | +26.5% | +30.1% | -3.6% | +17.9% |
| YTD | +26.5% | -10.3% | +36.8% | +27.1% |
| 1Y | +27.9% | -19.0% | +47.0% | +31.4% |
| 3Y | +160.4% | +25.8% | +134.6% | +136.0% |
| All | +189.7% | +70.7% | +119.0% | +151.5% |
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 · 6 months rolling