+4.5%
SYY vs MSFU
+88.0%
-83.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.1% |
| 7D | +0.3% | -2.8% | +3.1% | +0.4% |
| 30D | -4.8% | -5.3% | +0.5% | -4.6% |
| 3M | -7.1% | +7.2% | -14.3% | -7.3% |
| 6M | +6.8% | +51.0% | -44.2% | +5.0% |
| YTD | +7.7% | -1.2% | +8.9% | +7.6% |
| 1Y | +5.7% | -10.3% | +16.0% | +6.2% |
| 3Y | +24.6% | +22.2% | +2.3% | +18.6% |
| All | +4.5% | +88.0% | -83.5% | -6.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling