+16.7%
STM vs MSFU
+21.3%
-4.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +12.0% | -2.8% | +14.8% | +12.7% |
| 30D | -0.4% | -5.3% | +4.9% | +0.7% |
| 3M | -13.2% | +7.2% | -20.4% | -15.4% |
| 6M | -26.1% | +51.0% | -77.1% | -36.3% |
| YTD | +81.2% | -1.2% | +82.4% | +78.9% |
| 1Y | +98.3% | -10.3% | +108.6% | +103.4% |
| 3Y | +16.7% | +22.2% | -5.5% | -2.0% |
| All | +16.7% | +21.3% | -4.6% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling