+53.0%
MSFU vs IRE
-94.4%
+147.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -33.9% | +26.6% | -4.4% |
| 7D | +1.0% | -57.1% | +58.2% | +7.1% |
| 30D | +0.6% | -84.4% | +85.0% | +14.8% |
| 3M | +16.4% | -85.0% | +101.3% | +29.8% |
| 6M | +53.0% | -95.2% | +148.2% | +64.1% |
| All | +53.0% | -94.4% | +147.3% | +64.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling