+20.5%
STM vs MSFU
+93.3%
-72.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.9% | +6.3% | +5.0% |
| 7D | -10.7% | +2.5% | -13.2% | -11.7% |
| 30D | -25.7% | -1.3% | -24.4% | -25.7% |
| 3M | -21.6% | +8.6% | -30.2% | -24.3% |
| 6M | -27.8% | +48.4% | -76.2% | -39.1% |
| YTD | +61.8% | +1.6% | +60.2% | +54.8% |
| 1Y | +78.1% | -5.8% | +83.9% | +75.2% |
| 3Y | +4.9% | +30.9% | -26.0% | -17.9% |
| All | +20.5% | +93.3% | -72.9% | -26.9% |
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 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