+76.3%
MSFU vs EXEL
+239.1%
-162.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.1% |
| 7D | -5.7% | +8.4% | -14.1% | -6.6% |
| 30D | +4.2% | +4.1% | +0.1% | +3.5% |
| 3M | +27.9% | +12.4% | +15.5% | +25.9% |
| 6M | +37.1% | +41.5% | -4.4% | +30.6% |
| YTD | -7.4% | +34.6% | -42.0% | -11.3% |
| 1Y | -19.6% | +57.9% | -77.5% | -25.0% |
| 3Y | +33.2% | +159.5% | -126.3% | +12.4% |
| All | +76.3% | +239.1% | -162.8% | +33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling