+27.1%
SW vs MSFU
-10.2%
+37.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.4% | +5.9% | -1.3% |
| 7D | +4.7% | +1.0% | +3.6% | +4.6% |
| 30D | +5.0% | +0.6% | +4.4% | +4.9% |
| 3M | -7.3% | +16.4% | -23.7% | -7.5% |
| 6M | +15.0% | +53.0% | -38.0% | +15.2% |
| YTD | +18.5% | +3.5% | +15.0% | +15.4% |
| 1Y | +27.1% | -7.8% | +35.0% | +21.9% |
| All | +27.1% | -10.2% | +37.3% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling