-21.4%
MSFU vs IRE
-84.4%
+63.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +14.0% | -18.2% | -5.1% |
| 7D | -5.7% | +54.8% | -60.5% | -8.5% |
| 30D | +4.2% | +18.4% | -14.2% | +1.7% |
| 3M | +27.9% | -66.7% | +94.6% | +26.4% |
| 6M | +37.1% | -52.3% | +89.4% | +29.3% |
| YTD | -7.4% | -52.3% | +44.9% | -12.0% |
| All | -21.4% | -84.4% | +63.1% | -25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling