+51.6%
SW vs MSFU
+45.9%
+5.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +13.5% | -9.4% | +2.8% |
| 7D | +12.1% | +8.2% | +3.9% | +11.1% |
| 30D | +6.6% | +10.2% | -3.6% | +5.4% |
| 3M | -6.0% | +22.9% | -28.9% | -8.1% |
| 6M | +21.5% | +63.2% | -41.7% | +15.0% |
| YTD | +20.3% | +11.7% | +8.6% | +19.0% |
| 1Y | +28.1% | -3.5% | +31.6% | +29.7% |
| All | +51.6% | +45.9% | +5.7% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling