+392.8%
SPOT vs MSFU
+71.2%
+321.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -6.9% | -6.9% | +0.1% | -4.9% |
| 30D | +4.1% | -5.1% | +9.3% | +5.6% |
| 3M | +3.7% | +44.6% | -40.9% | -9.4% |
| 6M | -1.6% | +32.8% | -34.4% | -13.4% |
| YTD | -10.2% | -10.1% | -0.1% | -10.5% |
| 1Y | -25.9% | -19.4% | -6.5% | -23.7% |
| 3Y | +235.6% | +26.2% | +209.4% | +161.9% |
| All | +392.8% | +71.2% | +321.6% | +216.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling