-3.5%
MSFU vs EXR
+28.1%
-31.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +3.1% | +10.4% | +13.9% |
| 7D | +8.2% | +11.3% | -3.1% | +10.5% |
| 30D | +10.2% | +21.2% | -11.0% | +14.4% |
| 3M | +22.9% | +8.7% | +14.2% | +23.8% |
| 6M | +63.2% | +18.2% | +45.0% | +66.9% |
| YTD | +11.7% | +27.9% | -16.2% | +14.1% |
| 1Y | -3.5% | +28.3% | -31.8% | -0.5% |
| All | -3.5% | +28.1% | -31.5% | -0.5% |
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