+17.3%
EXC vs MSFU
+93.3%
-76.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -2.0% |
| 7D | -1.2% | +2.5% | -3.6% | -1.2% |
| 30D | +10.0% | -1.3% | +11.2% | +9.9% |
| 3M | +1.6% | +8.6% | -7.0% | +1.6% |
| 6M | +3.3% | +48.4% | -45.1% | +3.0% |
| YTD | +7.6% | +1.6% | +6.0% | +8.3% |
| 1Y | +3.5% | -5.8% | +9.2% | +4.5% |
| 3Y | +27.7% | +30.9% | -3.3% | +23.1% |
| All | +17.3% | +93.3% | -76.1% | +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 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