+5.7%
NEE vs MSFU
+88.0%
-82.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -2.1% | -2.8% | +0.7% | -2.0% |
| 30D | +8.6% | -5.3% | +13.9% | +8.7% |
| 3M | -0.3% | +7.2% | -7.5% | -0.5% |
| 6M | -8.9% | +51.0% | -59.9% | -10.3% |
| YTD | +8.3% | -1.2% | +9.6% | +9.1% |
| 1Y | +4.3% | -10.3% | +14.6% | +5.8% |
| 3Y | +70.7% | +22.2% | +48.5% | +61.1% |
| All | +5.7% | +88.0% | -82.3% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 10y: compounded portfolio wealth divided by compounded MSFU 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…
10y analysis · Full analysis span regression · 6 months rolling