+161.3%
SU vs MSFU
+73.2%
+88.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.2% |
| 7D | +2.2% | -1.8% | +4.0% | +2.3% |
| 30D | +8.4% | +0.5% | +8.0% | +8.3% |
| 3M | +12.1% | +51.9% | -39.8% | +8.8% |
| 6M | +19.7% | +35.0% | -15.3% | +16.6% |
| YTD | +58.4% | -9.0% | +67.4% | +59.4% |
| 1Y | +67.2% | -18.8% | +86.0% | +70.0% |
| 3Y | +125.0% | +25.5% | +99.5% | +107.3% |
| All | +161.3% | +73.2% | +88.2% | +133.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling