+32.5%
SE vs MSFU
+103.9%
-71.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.5% | -2.5% | +1.2% |
| 7D | +3.3% | +14.6% | -11.3% | -1.3% |
| 30D | -18.2% | +2.1% | -20.3% | -19.0% |
| 3M | -31.3% | +14.7% | -45.9% | -34.7% |
| 6M | -10.1% | +55.7% | -65.8% | -25.2% |
| YTD | -38.9% | +7.1% | -46.0% | -42.5% |
| 1Y | -48.0% | -0.5% | -47.5% | -49.6% |
| 3Y | +78.8% | +35.7% | +43.1% | +39.3% |
| All | +32.5% | +103.9% | -71.4% | -19.8% |
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