+85.8%
MSFU vs EXR
-5.6%
+91.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -4.9% | -4.8% |
| 7D | -12.7% | -1.1% | -11.5% | -12.4% |
| 30D | -9.0% | +18.8% | -27.8% | -13.1% |
| 3M | +2.9% | +9.9% | -7.0% | +0.4% |
| 6M | +43.5% | +12.6% | +30.9% | +38.3% |
| YTD | -2.4% | +26.5% | -28.9% | -10.1% |
| 1Y | -13.5% | +24.5% | -38.0% | -19.9% |
| 3Y | +19.2% | +52.4% | -33.2% | -4.2% |
| All | +85.8% | -5.6% | +91.4% | +118.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling