+7.7%
SYY vs MSFU
+76.3%
-68.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | -1.2% |
| 7D | -2.3% | -5.7% | +3.4% | -2.2% |
| 30D | -4.9% | +4.2% | -9.1% | -5.1% |
| 3M | +8.4% | +27.9% | -19.5% | +7.4% |
| 6M | -7.4% | +37.1% | -44.5% | -8.7% |
| YTD | +11.0% | -7.4% | +18.4% | +11.2% |
| 1Y | -0.2% | -19.6% | +19.4% | +0.6% |
| 3Y | +23.8% | +33.2% | -9.4% | +15.6% |
| All | +7.7% | +76.3% | -68.6% | -3.8% |
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