+92.9%
EEM vs MSFU
+73.2%
+19.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +1.1% |
| 7D | -1.3% | -1.8% | +0.5% | -1.0% |
| 30D | +2.1% | +0.5% | +1.6% | +1.9% |
| 3M | +1.0% | +51.9% | -50.8% | -5.2% |
| 6M | +15.9% | +35.0% | -19.0% | +9.8% |
| YTD | +24.6% | -9.0% | +33.7% | +24.5% |
| 1Y | +32.3% | -18.8% | +51.1% | +34.3% |
| 3Y | +85.9% | +25.5% | +60.4% | +68.2% |
| All | +92.9% | +73.2% | +19.8% | +64.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling