+88.0%
MSFU vs EXPD
+102.7%
-14.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -2.8% | +5.5% | -8.3% | -4.6% |
| 30D | -5.3% | -0.8% | -4.5% | -5.2% |
| 3M | +7.2% | +4.1% | +3.1% | +5.5% |
| 6M | +51.0% | +25.7% | +25.3% | +37.8% |
| YTD | -1.2% | +31.4% | -32.6% | -13.1% |
| 1Y | -10.3% | +42.2% | -52.5% | -24.4% |
| 3Y | +22.2% | +77.2% | -55.0% | -12.3% |
| All | +88.0% | +102.7% | -14.7% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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