-48.8%
SE vs MSFU
-2.2%
-46.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +13.5% | -9.0% | +2.3% |
| 7D | +6.7% | +8.2% | -1.5% | +5.1% |
| 30D | -17.2% | +10.2% | -27.4% | -18.6% |
| 3M | -28.0% | +22.9% | -50.9% | -30.6% |
| 6M | -6.1% | +63.2% | -69.3% | -14.0% |
| YTD | -37.1% | +11.7% | -48.9% | -38.2% |
| 1Y | -48.8% | -3.5% | -45.3% | -46.9% |
| All | -48.8% | -2.2% | -46.6% | -46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling