+104.3%
SPY vs MSFU
+76.3%
+27.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.4% |
| 7D | +0.1% | -5.7% | +5.8% | +1.2% |
| 30D | +0.1% | +4.2% | -4.1% | -1.0% |
| 3M | +2.0% | +27.9% | -25.9% | -4.1% |
| 6M | +13.0% | +37.1% | -24.1% | +3.3% |
| YTD | +13.5% | -7.4% | +20.9% | +13.1% |
| 1Y | +20.0% | -19.6% | +39.6% | +23.6% |
| 3Y | +77.2% | +33.2% | +44.0% | +49.8% |
| All | +104.3% | +76.3% | +27.9% | +55.2% |
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