+190.0%
EXPE vs MSFU
+76.3%
+113.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.5% | -0.7% |
| 7D | -9.5% | -5.7% | -3.8% | -8.3% |
| 30D | -6.6% | +4.2% | -10.8% | -7.8% |
| 3M | +31.4% | +27.9% | +3.5% | +21.2% |
| 6M | +35.2% | +37.1% | -1.9% | +20.7% |
| YTD | +5.8% | -7.4% | +13.2% | +4.2% |
| 1Y | +38.7% | -19.6% | +58.3% | +41.9% |
| 3Y | +175.8% | +33.2% | +142.6% | +119.3% |
| All | +190.0% | +76.3% | +113.7% | +99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling