+93.3%
MSFU vs EXEL
+299.8%
-206.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.1% | -2.0% |
| 7D | +2.5% | +0.3% | +2.2% | +2.5% |
| 30D | -1.3% | +19.0% | -20.3% | -3.1% |
| 3M | +8.6% | +33.3% | -24.6% | +5.1% |
| 6M | +48.4% | +42.9% | +5.5% | +41.9% |
| YTD | +1.6% | +58.7% | -57.2% | -4.5% |
| 1Y | -5.8% | +70.5% | -76.3% | -12.3% |
| 3Y | +30.9% | +233.8% | -202.9% | +4.6% |
| All | +93.3% | +299.8% | -206.5% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling