+70.7%
MSFU vs EXEL
+235.2%
-164.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | -2.3% | -0.3% | -2.0% | -2.3% |
| 30D | -6.3% | +10.1% | -16.4% | -7.3% |
| 3M | +40.0% | +10.1% | +29.9% | +38.1% |
| 6M | +30.1% | +37.7% | -7.6% | +24.4% |
| YTD | -10.3% | +33.1% | -43.4% | -14.1% |
| 1Y | -19.0% | +52.4% | -71.4% | -24.1% |
| 3Y | +25.8% | +163.8% | -138.0% | +4.9% |
| All | +70.7% | +235.2% | -164.5% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded EXEL 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling