+15.2%
EXE vs MSFU
+70.7%
-55.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -2.7% | -2.3% | -0.4% | -2.5% |
| 30D | -0.4% | -6.3% | +5.9% | +0.1% |
| 3M | +9.5% | +40.0% | -30.5% | +5.9% |
| 6M | -9.3% | +30.1% | -39.4% | -12.0% |
| YTD | -10.9% | -10.3% | -0.6% | -10.1% |
| 1Y | +4.3% | -19.0% | +23.3% | +6.4% |
| 3Y | +18.8% | +25.8% | -7.0% | +9.3% |
| All | +15.2% | +70.7% | -55.5% | -2.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling