+33.2%
SYK vs MSFU
+71.2%
-38.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -12.3% | -6.9% | -5.4% | -11.5% |
| 30D | -22.4% | -5.1% | -17.3% | -21.9% |
| 3M | -12.3% | +44.6% | -57.0% | -17.2% |
| 6M | -24.3% | +32.8% | -57.1% | -28.3% |
| YTD | -22.8% | -10.1% | -12.7% | -22.6% |
| 1Y | -28.8% | -19.4% | -9.4% | -27.5% |
| 3Y | -4.0% | +26.2% | -30.2% | -15.6% |
| All | +33.2% | +71.2% | -38.0% | +5.3% |
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