+50.6%
STM vs MSFU
+76.3%
-25.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.2% | +6.0% | +3.1% |
| 7D | +5.8% | -5.7% | +11.5% | +7.5% |
| 30D | -1.0% | +4.2% | -5.2% | -2.7% |
| 3M | -33.3% | +27.9% | -61.2% | -39.4% |
| 6M | +57.4% | +37.1% | +20.2% | +34.2% |
| YTD | +102.2% | -7.4% | +109.6% | +100.2% |
| 1Y | +99.6% | -19.6% | +119.2% | +108.1% |
| 3Y | +14.5% | +33.2% | -18.7% | -12.4% |
| All | +50.6% | +76.3% | -25.7% | -5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling