+45.5%
ENTG vs MSFU
+76.3%
-30.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.2% | +10.3% | +7.6% |
| 7D | +2.8% | -5.7% | +8.5% | +4.7% |
| 30D | -4.7% | +4.2% | -8.9% | -6.9% |
| 3M | -0.7% | +27.9% | -28.6% | -11.7% |
| 6M | +7.7% | +37.1% | -29.4% | -10.1% |
| YTD | +65.1% | -7.4% | +72.4% | +62.0% |
| 1Y | +74.8% | -19.6% | +94.4% | +84.1% |
| 3Y | +36.9% | +33.2% | +3.7% | -2.9% |
| All | +45.5% | +76.3% | -30.8% | -20.1% |
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