-13.8%
SRE vs MSFU
-12.2%
-1.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.6% | -0.4% |
| 7D | -5.6% | -12.7% | +7.0% | -6.1% |
| 30D | -4.5% | -9.0% | +4.5% | -4.6% |
| 3M | -7.7% | +2.9% | -10.7% | -7.4% |
| 6M | -14.4% | +43.5% | -58.0% | -13.0% |
| YTD | -9.4% | -2.4% | -7.0% | -8.8% |
| 1Y | -13.8% | -13.5% | -0.4% | -13.5% |
| All | -13.8% | -12.2% | -1.6% | -13.5% |
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