+120.8%
EXPE vs MSFU
+21.3%
+99.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -0.5% | -2.8% | +2.3% | 0.0% |
| 30D | -6.1% | -5.3% | -0.8% | -5.0% |
| 3M | -21.3% | +7.2% | -28.6% | -22.6% |
| 6M | +19.0% | +51.0% | -32.0% | +6.4% |
| YTD | -8.4% | -1.2% | -7.2% | -11.0% |
| 1Y | -2.8% | -10.3% | +7.5% | -3.3% |
| 3Y | +120.8% | +22.2% | +98.5% | +98.5% |
| All | +120.8% | +21.3% | +99.4% | +98.5% |
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 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