+2.9%
EXC vs MSFU
-6.0%
+8.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.1% | -0.4% |
| 7D | +0.1% | +4.0% | -4.0% | +0.3% |
| 30D | +9.0% | -2.3% | +11.4% | +9.0% |
| 3M | +3.3% | +7.1% | -3.8% | +3.6% |
| 6M | +5.7% | +48.9% | -43.2% | +7.5% |
| YTD | +7.3% | +2.4% | +4.9% | +11.1% |
| 1Y | +2.9% | -8.1% | +11.0% | +8.4% |
| All | +2.9% | -6.0% | +8.9% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling