+34.2%
STM vs MSFU
+87.3%
-53.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +16.3% | -4.9% | +21.2% | +17.9% |
| 30D | -6.3% | -9.1% | +2.8% | -3.9% |
| 3M | -14.1% | +8.7% | -22.8% | -17.2% |
| 6M | -19.6% | +48.3% | -67.8% | -32.3% |
| YTD | +80.1% | -1.6% | +81.7% | +73.9% |
| 1Y | +95.4% | -13.6% | +108.9% | +99.0% |
| 3Y | +14.7% | +20.2% | -5.5% | -7.2% |
| All | +34.2% | +87.3% | -53.1% | -17.9% |
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