+3.2%
SRE vs MSFU
+95.0%
-91.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -0.3% |
| 7D | -8.2% | +4.0% | -12.2% | -8.4% |
| 30D | -3.6% | -2.3% | -1.3% | -3.6% |
| 3M | -6.3% | +7.1% | -13.4% | -6.7% |
| 6M | -13.0% | +48.9% | -61.9% | -15.6% |
| YTD | -9.2% | +2.4% | -11.7% | -9.1% |
| 1Y | -13.1% | -8.1% | -5.0% | -12.1% |
| 3Y | +22.4% | +25.2% | -2.7% | +15.2% |
| All | +3.2% | +95.0% | -91.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling