+30.9%
MSFU vs EXR
+69.9%
-39.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | +2.5% | +5.2% | -2.7% | +1.9% |
| 30D | -1.3% | +20.9% | -22.2% | -3.4% |
| 3M | +8.6% | +7.7% | +0.9% | +7.7% |
| 6M | +48.4% | +13.2% | +35.2% | +45.8% |
| YTD | +1.6% | +26.5% | -24.9% | -2.7% |
| 1Y | -5.8% | +27.2% | -33.0% | -9.9% |
| 3Y | +30.9% | +71.5% | -40.6% | +19.6% |
| All | +30.9% | +69.9% | -39.0% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling