-40.9%
SE vs MSFU
-18.4%
-22.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -0.3% |
| 7D | -6.1% | -5.7% | -0.4% | -5.3% |
| 30D | -2.5% | +4.2% | -6.6% | -3.2% |
| 3M | +21.7% | +27.9% | -6.2% | +16.3% |
| 6M | +27.0% | +37.1% | -10.1% | +18.1% |
| YTD | -12.1% | -7.4% | -4.8% | -11.5% |
| 1Y | -40.9% | -19.6% | -21.3% | -39.1% |
| All | -40.9% | -18.4% | -22.5% | -39.1% |
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