+92.3%
EFA vs MSFU
+88.0%
+4.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +2.2% | -2.8% | +5.0% | +2.6% |
| 30D | +1.4% | -5.3% | +6.7% | +1.9% |
| 3M | -4.2% | +7.2% | -11.4% | -5.3% |
| 6M | +1.9% | +51.0% | -49.1% | -4.7% |
| YTD | +10.2% | -1.2% | +11.4% | +8.7% |
| 1Y | +12.8% | -10.3% | +23.1% | +13.0% |
| 3Y | +65.2% | +22.2% | +43.0% | +49.6% |
| All | +92.3% | +88.0% | +4.3% | +56.0% |
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