+12.2%
EXC vs MSFU
+76.3%
-64.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -1.0% |
| 7D | +0.3% | -5.7% | +6.0% | +0.3% |
| 30D | -3.7% | +4.2% | -7.9% | -3.7% |
| 3M | -1.3% | +27.9% | -29.2% | -1.3% |
| 6M | -9.7% | +37.1% | -46.8% | -10.0% |
| YTD | +2.9% | -7.4% | +10.3% | +3.7% |
| 1Y | +4.4% | -19.6% | +24.0% | +5.7% |
| 3Y | +22.2% | +33.2% | -11.0% | +15.8% |
| All | +12.2% | +76.3% | -64.2% | -0.5% |
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