+17.3%
EXC vs MSFU
+87.3%
-70.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -1.9% | -4.9% | +3.0% | -1.9% |
| 30D | +7.8% | -9.1% | +16.8% | +7.8% |
| 3M | +1.9% | +8.7% | -6.8% | +1.8% |
| 6M | +3.4% | +48.3% | -44.9% | +3.0% |
| YTD | +7.6% | -1.6% | +9.2% | +8.4% |
| 1Y | +2.1% | -13.6% | +15.7% | +3.3% |
| 3Y | +29.6% | +20.2% | +9.4% | +26.0% |
| All | +17.3% | +87.3% | -70.0% | +3.9% |
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 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