+8.9%
SRE vs MSFU
-20.0%
+28.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.6% |
| 7D | +1.5% | -2.3% | +3.8% | +1.4% |
| 30D | +0.8% | -6.3% | +7.1% | +0.6% |
| 3M | -5.8% | +40.0% | -45.7% | -4.5% |
| 6M | -7.8% | +30.1% | -37.9% | -6.9% |
| YTD | -2.4% | -10.3% | +8.0% | -0.9% |
| 1Y | +8.9% | -19.0% | +27.9% | +11.7% |
| All | +8.9% | -20.0% | +28.9% | +11.7% |
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 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