-7.7%
SRE vs MSFU
-2.2%
-5.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +13.5% | -16.4% | -2.2% |
| 7D | -2.1% | +8.2% | -10.3% | -1.6% |
| 30D | +6.1% | +10.2% | -4.1% | +6.7% |
| 3M | -3.5% | +22.9% | -26.4% | -2.5% |
| 6M | -10.8% | +63.2% | -74.0% | -8.8% |
| YTD | -4.0% | +11.7% | -15.7% | -2.9% |
| 1Y | -7.7% | -3.5% | -4.2% | -5.9% |
| All | -7.7% | -2.2% | -5.4% | -5.9% |
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