+122.5%
EMR vs MSFU
+103.9%
+18.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.5% | -1.0% | +3.5% |
| 7D | +2.1% | +14.6% | -12.4% | -0.1% |
| 30D | +4.8% | +2.1% | +2.6% | +4.2% |
| 3M | +7.5% | +14.7% | -7.2% | +4.7% |
| 6M | +20.9% | +55.7% | -34.8% | +10.7% |
| YTD | +29.2% | +7.1% | +22.1% | +25.7% |
| 1Y | +33.0% | -0.5% | +33.5% | +31.4% |
| 3Y | +109.8% | +35.7% | +74.0% | +84.5% |
| All | +122.5% | +103.9% | +18.6% | +75.9% |
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 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