+48.4%
EOG vs MSFU
+73.2%
-24.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.1% |
| 7D | +1.5% | -1.8% | +3.3% | +1.6% |
| 30D | +2.9% | +0.5% | +2.5% | +2.9% |
| 3M | +8.7% | +51.9% | -43.1% | +5.9% |
| 6M | +12.9% | +35.0% | -22.0% | +10.4% |
| YTD | +43.8% | -9.0% | +52.9% | +45.2% |
| 1Y | +27.1% | -18.8% | +45.9% | +29.6% |
| 3Y | +25.9% | +25.5% | +0.4% | +16.1% |
| All | +48.4% | +73.2% | -24.8% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling