+103.9%
MSFU vs EXR
-5.1%
+109.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.8% | +5.3% |
| 7D | +14.6% | +2.7% | +11.9% | +13.9% |
| 30D | +2.1% | +18.9% | -16.8% | -2.5% |
| 3M | +14.7% | +8.4% | +6.3% | +12.2% |
| 6M | +55.7% | +14.3% | +41.4% | +49.4% |
| YTD | +7.1% | +27.2% | -20.1% | -1.5% |
| 1Y | -0.5% | +25.9% | -26.4% | -8.3% |
| 3Y | +35.7% | +54.6% | -18.9% | +8.4% |
| All | +103.9% | -5.1% | +109.0% | +139.0% |
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