+28.7%
SE vs MSFU
+93.3%
-64.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.7% |
| 7D | +2.0% | +2.5% | -0.5% | +1.0% |
| 30D | -20.0% | -1.3% | -18.7% | -19.9% |
| 3M | -31.8% | +8.6% | -40.4% | -34.1% |
| 6M | -15.9% | +48.4% | -64.3% | -28.9% |
| YTD | -40.6% | +1.6% | -42.2% | -43.1% |
| 1Y | -50.7% | -5.8% | -44.9% | -51.4% |
| 3Y | +70.3% | +30.9% | +39.4% | +33.8% |
| All | +28.7% | +93.3% | -64.6% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling