+69.6%
EEM vs MSFU
+29.5%
+40.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.6% | -0.3% |
| 7D | -0.9% | +4.0% | -4.9% | -1.3% |
| 30D | -9.3% | -2.3% | -7.0% | -9.2% |
| 3M | -7.1% | +7.1% | -14.2% | -8.0% |
| 6M | -10.4% | +48.9% | -59.3% | -15.0% |
| YTD | +11.3% | +2.4% | +8.8% | +10.0% |
| 1Y | +11.3% | -8.1% | +19.3% | +11.8% |
| 3Y | +69.6% | +25.2% | +44.5% | +55.5% |
| All | +69.6% | +29.5% | +40.2% | +55.5% |
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