+31.8%
SRE vs MSFU
+29.4%
+2.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +1.8% |
| 7D | +1.4% | -3.2% | +4.6% | +1.5% |
| 30D | +1.9% | -3.1% | +5.0% | +2.0% |
| 3M | -3.3% | +35.3% | -38.5% | -4.4% |
| 6M | -6.4% | +31.6% | -38.0% | -7.8% |
| YTD | -1.8% | -9.5% | +7.7% | -0.5% |
| 1Y | +10.7% | -18.4% | +29.2% | +13.2% |
| 3Y | +31.8% | +26.9% | +4.9% | +24.4% |
| All | +31.8% | +29.4% | +2.4% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling