+17.3%
EXC vs MSFU
+103.9%
-86.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | +0.1% |
| 7D | -1.7% | +14.6% | -16.3% | -1.8% |
| 30D | +9.3% | +2.1% | +7.2% | +9.3% |
| 3M | +1.0% | +14.7% | -13.6% | +1.0% |
| 6M | +5.9% | +55.7% | -49.7% | +5.6% |
| YTD | +7.6% | +7.1% | +0.5% | +8.4% |
| 1Y | +2.4% | -0.5% | +2.9% | +3.4% |
| 3Y | +30.2% | +35.7% | -5.5% | +25.9% |
| All | +17.3% | +103.9% | -86.6% | +4.0% |
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