-18.9%
EXE vs MSFU
-2.2%
-16.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +13.5% | -16.4% | -2.7% |
| 7D | -4.7% | +8.2% | -12.8% | -4.5% |
| 30D | +1.0% | +10.2% | -9.2% | +1.2% |
| 3M | -5.6% | +22.9% | -28.5% | -5.3% |
| 6M | -12.3% | +63.2% | -75.5% | -11.4% |
| YTD | -19.5% | +11.7% | -31.2% | -18.3% |
| 1Y | -18.9% | -3.5% | -15.4% | -16.4% |
| All | -18.9% | -2.2% | -16.7% | -16.4% |
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