+87.3%
MSFU vs EXEL
+301.4%
-214.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | -4.9% | +1.6% | -6.6% | -5.1% |
| 30D | -9.1% | +17.4% | -26.4% | -10.6% |
| 3M | +8.7% | +38.6% | -29.9% | +4.7% |
| 6M | +48.3% | +41.2% | +7.1% | +42.1% |
| YTD | -1.6% | +59.3% | -61.0% | -7.5% |
| 1Y | -13.6% | +60.2% | -73.8% | -18.9% |
| 3Y | +20.2% | +232.6% | -212.4% | -3.7% |
| All | +87.3% | +301.4% | -214.1% | +38.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling