+68.2%
EFA vs MSFU
+29.4%
+38.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.3% |
| 7D | +1.2% | -3.2% | +4.4% | +1.5% |
| 30D | -0.7% | -3.1% | +2.4% | -0.5% |
| 3M | +6.4% | +35.3% | -28.9% | +2.7% |
| 6M | +11.4% | +31.6% | -20.2% | +7.0% |
| YTD | +14.0% | -9.5% | +23.5% | +14.3% |
| 1Y | +20.2% | -18.4% | +38.6% | +22.0% |
| 3Y | +68.2% | +26.9% | +41.3% | +52.2% |
| All | +68.2% | +29.4% | +38.8% | +52.2% |
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