+3.0%
SRE vs MSFU
+85.8%
-82.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.6% | 0.0% |
| 7D | -5.6% | -12.7% | +7.0% | -5.0% |
| 30D | -4.5% | -9.0% | +4.5% | -4.1% |
| 3M | -7.7% | +2.9% | -10.7% | -8.0% |
| 6M | -14.4% | +43.5% | -58.0% | -16.8% |
| YTD | -9.4% | -2.4% | -7.0% | -9.1% |
| 1Y | -13.8% | -13.5% | -0.4% | -12.5% |
| 3Y | +22.2% | +19.2% | +3.0% | +15.3% |
| All | +3.0% | +85.8% | -82.8% | -10.3% |
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