-12.0%
SRE vs MSFU
-13.1%
+1.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.1% | +1.0% |
| 7D | -1.1% | -4.9% | +3.9% | -1.2% |
| 30D | -4.1% | -9.1% | +5.0% | -4.3% |
| 3M | -7.3% | +8.7% | -16.0% | -6.7% |
| 6M | -14.1% | +48.3% | -62.4% | -12.6% |
| YTD | -8.5% | -1.6% | -6.9% | -7.8% |
| 1Y | -12.0% | -13.6% | +1.6% | -11.3% |
| All | -12.0% | -13.1% | +1.1% | -11.3% |
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 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