+151.1%
EXPE vs MSFU
+88.0%
+63.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -0.5% | -2.8% | +2.3% | +0.1% |
| 30D | -6.1% | -5.3% | -0.8% | -4.9% |
| 3M | -21.3% | +7.2% | -28.6% | -23.0% |
| 6M | +19.0% | +51.0% | -32.0% | +3.7% |
| YTD | -8.4% | -1.2% | -7.2% | -11.5% |
| 1Y | -2.8% | -10.3% | +7.5% | -3.5% |
| 3Y | +120.8% | +22.2% | +98.5% | +82.8% |
| All | +151.1% | +88.0% | +63.0% | +69.4% |
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 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