+100.0%
SPYM vs MSFU
+95.0%
+5.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +0.5% |
| 7D | -0.6% | +4.0% | -4.6% | -1.5% |
| 30D | -3.7% | -2.3% | -1.3% | -3.5% |
| 3M | -2.7% | +7.1% | -9.8% | -4.6% |
| 6M | +2.2% | +48.9% | -46.7% | -7.6% |
| YTD | +10.9% | +2.4% | +8.5% | +7.9% |
| 1Y | +11.3% | -8.1% | +19.4% | +11.2% |
| 3Y | +76.8% | +25.2% | +51.7% | +54.0% |
| All | +100.0% | +95.0% | +5.0% | +48.9% |
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