+0.9%
EXE vs MSFU
+93.3%
-92.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.7% |
| 7D | -6.6% | +2.5% | -9.0% | -6.9% |
| 30D | -4.0% | -1.3% | -2.7% | -4.0% |
| 3M | -7.5% | +8.6% | -16.1% | -8.3% |
| 6M | -11.7% | +48.4% | -60.1% | -15.3% |
| YTD | -22.0% | +1.6% | -23.6% | -22.2% |
| 1Y | -21.8% | -5.8% | -16.0% | -21.3% |
| 3Y | +8.0% | +30.9% | -22.9% | -0.2% |
| All | +0.9% | +93.3% | -92.5% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling