-14.4%
SRE vs MSFU
+46.9%
-61.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.6% | -0.3% |
| 7D | -5.6% | -12.7% | +7.0% | -6.1% |
| 30D | -4.5% | -9.0% | +4.5% | -4.5% |
| 3M | -7.7% | +2.9% | -10.7% | -7.4% |
| 6M | -14.4% | +43.5% | -58.0% | -14.3% |
| All | -14.4% | +46.9% | -61.4% | -14.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling