+27.3%
EXPE vs MSFU
-18.4%
+45.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.3% | -5.6% | -7.5% |
| 7D | -9.8% | -3.2% | -6.6% | -9.3% |
| 30D | -11.5% | -3.1% | -8.4% | -11.1% |
| 3M | +21.7% | +35.3% | -13.6% | +15.5% |
| 6M | +10.4% | +31.6% | -21.2% | +3.6% |
| YTD | -2.5% | -9.5% | +7.0% | -7.1% |
| 1Y | +27.3% | -18.4% | +45.8% | +22.5% |
| All | +27.3% | -18.4% | +45.8% | +22.5% |
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 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