+36.5%
NEE vs MSFU
+32.4%
+4.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.4% | -0.9% |
| 7D | +1.9% | -5.7% | +7.6% | +1.8% |
| 30D | -2.2% | +4.2% | -6.3% | -2.0% |
| 3M | -1.2% | +27.9% | -29.1% | -0.4% |
| 6M | -8.6% | +37.1% | -45.7% | -7.8% |
| YTD | +6.2% | -7.4% | +13.6% | +7.4% |
| 1Y | +21.1% | -19.6% | +40.7% | +22.8% |
| All | +36.5% | +32.4% | +4.0% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling