-3.5%
MSFU vs IRE
-97.6%
+94.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | -23.2% | +36.7% | +14.9% |
| 7D | +8.2% | -46.8% | +55.0% | +11.9% |
| 30D | +10.2% | -75.5% | +85.7% | +18.9% |
| 3M | +22.9% | -79.4% | +102.3% | +31.9% |
| 6M | +63.2% | -91.3% | +154.5% | +71.3% |
| YTD | +11.7% | -90.8% | +102.6% | +15.7% |
| 1Y | -3.5% | -97.7% | +94.2% | -0.8% |
| All | -3.5% | -97.6% | +94.1% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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