-12.1%
MSFU vs IRE
-98.0%
+85.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -33.9% | +26.6% | -5.2% |
| 7D | +1.0% | -57.1% | +58.2% | +5.6% |
| 30D | +0.6% | -84.4% | +85.0% | +11.1% |
| 3M | +16.4% | -85.0% | +101.3% | +26.6% |
| 6M | +53.0% | -95.2% | +148.2% | +65.8% |
| YTD | +3.5% | -93.9% | +97.4% | +9.6% |
| 1Y | -7.8% | -98.8% | +91.0% | -2.1% |
| All | -12.1% | -98.0% | +85.9% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling