+57.7%
EOG vs MSFU
+87.3%
-29.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.2% |
| 7D | +7.4% | -4.9% | +12.3% | +7.6% |
| 30D | +2.3% | -9.1% | +11.4% | +2.6% |
| 3M | +9.5% | +8.7% | +0.8% | +8.7% |
| 6M | +17.7% | +48.3% | -30.6% | +14.5% |
| YTD | +52.9% | -1.6% | +54.5% | +53.6% |
| 1Y | +47.7% | -13.6% | +61.3% | +50.3% |
| 3Y | +41.1% | +20.2% | +20.9% | +32.0% |
| All | +57.7% | +87.3% | -29.6% | +40.2% |
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 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