+95.4%
EEM vs MSFU
+76.3%
+19.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.2% | +6.0% | +2.3% |
| 7D | +2.3% | -5.7% | +8.0% | +3.0% |
| 30D | +4.5% | +4.2% | +0.4% | +3.8% |
| 3M | -0.1% | +27.9% | -28.0% | -3.8% |
| 6M | +16.9% | +37.1% | -20.2% | +10.6% |
| YTD | +26.2% | -7.4% | +33.6% | +25.8% |
| 1Y | +40.5% | -19.6% | +60.1% | +43.0% |
| 3Y | +86.2% | +33.2% | +53.0% | +66.8% |
| All | +95.4% | +76.3% | +19.0% | +65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling