+10.3%
STM vs MSFU
+29.5%
-19.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +1.4% |
| 7D | -7.9% | +4.0% | -12.0% | -9.0% |
| 30D | -14.1% | -2.3% | -11.8% | -13.8% |
| 3M | -17.6% | +7.1% | -24.7% | -19.6% |
| 6M | -24.2% | +48.9% | -73.1% | -34.1% |
| YTD | +73.3% | +2.4% | +70.9% | +69.7% |
| 1Y | +90.1% | -8.1% | +98.2% | +94.5% |
| 3Y | +10.3% | +25.2% | -14.8% | -8.3% |
| All | +10.3% | +29.5% | -19.1% | -8.3% |
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