+8.0%
EXE vs MSFU
+32.6%
-24.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.8% |
| 7D | -6.6% | +2.5% | -9.0% | -6.7% |
| 30D | -4.0% | -1.3% | -2.7% | -4.0% |
| 3M | -7.5% | +8.6% | -16.1% | -8.0% |
| 6M | -11.7% | +48.4% | -60.1% | -13.8% |
| YTD | -22.0% | +1.6% | -23.6% | -21.5% |
| 1Y | -21.8% | -5.8% | -16.0% | -20.7% |
| 3Y | +8.0% | +30.9% | -22.9% | +6.3% |
| All | +8.0% | +32.6% | -24.6% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling