+103.7%
SPYM vs MSFU
+72.2%
+31.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | -0.1% |
| 7D | +0.6% | -3.2% | +3.7% | +1.2% |
| 30D | -0.9% | -3.1% | +2.2% | -0.5% |
| 3M | +3.9% | +35.3% | -31.4% | -3.4% |
| 6M | +14.5% | +31.6% | -17.0% | +5.8% |
| YTD | +13.0% | -9.5% | +22.5% | +13.0% |
| 1Y | +19.4% | -18.4% | +37.9% | +22.2% |
| 3Y | +78.9% | +26.9% | +51.9% | +53.5% |
| All | +103.7% | +72.2% | +31.5% | +56.0% |
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