+69.4%
SW vs MSFU
+112.7%
-43.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +13.5% | -9.4% | +2.7% |
| 7D | +12.1% | +8.2% | +3.9% | +11.0% |
| 30D | +6.6% | +10.2% | -3.6% | +5.3% |
| 3M | -6.0% | +22.9% | -28.9% | -8.3% |
| 6M | +21.5% | +63.2% | -41.7% | +14.2% |
| YTD | +20.3% | +11.7% | +8.6% | +18.0% |
| 1Y | +28.1% | -3.5% | +31.6% | +28.3% |
| 3Y | +51.6% | +46.4% | +5.2% | +36.6% |
| All | +69.4% | +112.7% | -43.3% | +37.4% |
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