+96.5%
STM vs MSFU
-2.2%
+98.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +13.5% | -19.5% | -6.6% |
| 7D | -6.0% | +8.2% | -14.2% | -6.3% |
| 30D | -20.9% | +10.2% | -31.1% | -21.2% |
| 3M | -15.8% | +22.9% | -38.6% | -16.5% |
| 6M | -17.0% | +63.2% | -80.2% | -19.7% |
| YTD | +76.8% | +11.7% | +65.1% | +75.6% |
| 1Y | +96.5% | -3.5% | +100.0% | +95.7% |
| All | +96.5% | -2.2% | +98.7% | +95.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling