-5.3%
SYK vs MSFU
+26.0%
-31.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +0.9% | +1.9% |
| 7D | -9.1% | -1.8% | -7.3% | -8.9% |
| 30D | -20.6% | +0.5% | -21.1% | -20.7% |
| 3M | -9.6% | +51.9% | -61.5% | -13.6% |
| 6M | -19.9% | +35.0% | -54.8% | -23.1% |
| YTD | -21.2% | -9.0% | -12.1% | -20.9% |
| 1Y | -28.4% | -18.8% | -9.6% | -27.2% |
| 3Y | -5.3% | +25.5% | -30.8% | -14.5% |
| All | -5.3% | +26.0% | -31.3% | -14.5% |
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