+103.9%
MSFU vs EXEL
+312.3%
-208.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.1% | +2.3% | +5.1% |
| 7D | +14.6% | +2.3% | +12.3% | +14.4% |
| 30D | +2.1% | +19.8% | -17.7% | +0.1% |
| 3M | +14.7% | +32.7% | -18.0% | +11.0% |
| 6M | +55.7% | +49.0% | +6.7% | +48.2% |
| YTD | +7.1% | +63.7% | -56.6% | +0.3% |
| 1Y | -0.5% | +75.8% | -76.3% | -7.8% |
| 3Y | +35.7% | +241.3% | -205.6% | +8.4% |
| All | +103.9% | +312.3% | -208.4% | +50.4% |
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