+162.1%
SU vs MSFU
+70.7%
+91.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.7% |
| 7D | +1.6% | -2.3% | +3.9% | +1.7% |
| 30D | +10.7% | -6.3% | +17.0% | +11.1% |
| 3M | +13.5% | +40.0% | -26.4% | +10.8% |
| 6M | +21.8% | +30.1% | -8.3% | +19.0% |
| YTD | +58.8% | -10.3% | +69.2% | +60.0% |
| 1Y | +72.0% | -19.0% | +91.1% | +74.7% |
| 3Y | +121.7% | +25.8% | +95.9% | +103.8% |
| All | +162.1% | +70.7% | +91.4% | +134.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling