+87.3%
MSFU vs EXR
-6.2%
+93.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +1.0% |
| 7D | -4.9% | -1.2% | -3.7% | -4.6% |
| 30D | -9.1% | +18.3% | -27.4% | -13.1% |
| 3M | +8.7% | +9.1% | -0.4% | +6.2% |
| 6M | +48.3% | +11.7% | +36.5% | +43.2% |
| YTD | -1.6% | +25.7% | -27.3% | -9.2% |
| 1Y | -13.6% | +24.9% | -38.5% | -20.1% |
| 3Y | +20.2% | +51.4% | -31.2% | -3.2% |
| All | +87.3% | -6.2% | +93.5% | +120.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling