+61.9%
SE vs MSFU
+20.9%
+41.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -1.5% | -4.9% | +3.5% | -0.1% |
| 30D | -22.3% | -9.1% | -13.2% | -20.5% |
| 3M | -41.8% | +8.7% | -50.5% | -43.4% |
| 6M | -22.4% | +48.3% | -70.7% | -32.3% |
| YTD | -41.6% | -1.6% | -40.0% | -42.4% |
| 1Y | -48.0% | -13.6% | -34.4% | -46.2% |
| All | +61.9% | +20.9% | +41.0% | +35.7% |
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