-13.0%
MSFU vs IRE
-97.7%
+84.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -15.8% | +11.5% | -3.4% |
| 7D | +4.0% | -41.9% | +46.0% | +6.4% |
| 30D | -2.3% | -75.1% | +72.8% | +4.4% |
| 3M | +7.1% | -82.4% | +89.5% | +15.1% |
| 6M | +48.9% | -95.5% | +144.4% | +61.1% |
| YTD | +2.4% | -93.1% | +95.5% | +7.0% |
| 1Y | -8.1% | -97.8% | +89.7% | -3.6% |
| All | -13.0% | -97.7% | +84.7% | -8.8% |
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 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