-13.8%
MSFU vs IRE
-97.2%
+83.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +39.6% | -41.4% | -4.3% |
| 7D | +2.5% | -27.2% | +29.6% | +3.2% |
| 30D | -1.3% | -75.1% | +73.8% | +5.5% |
| 3M | +8.6% | -77.9% | +86.5% | +14.9% |
| 6M | +48.4% | -94.6% | +143.0% | +58.6% |
| YTD | +1.6% | -91.5% | +93.1% | +4.9% |
| 1Y | -5.8% | -97.8% | +92.1% | -2.3% |
| All | -13.8% | -97.2% | +83.5% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling