-19.6%
MSFU vs EXR
+1.1%
-20.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -2.9% | -4.4% |
| 7D | -5.7% | -2.6% | -3.1% | -6.3% |
| 30D | +4.2% | -7.2% | +11.4% | +2.3% |
| 3M | +27.9% | -3.5% | +31.4% | +26.0% |
| 6M | +37.1% | -5.3% | +42.4% | +32.6% |
| YTD | -7.4% | +9.4% | -16.7% | -8.4% |
| 1Y | -19.6% | +1.3% | -20.9% | -19.9% |
| All | -19.6% | +1.1% | -20.7% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 1y: compounded portfolio wealth divided by compounded EXR 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…
1y analysis · Full analysis span regression · 6 months rolling