+13.8%
EW vs MSFU
+103.9%
-90.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.5% | -2.9% | +1.7% |
| 7D | +12.3% | +14.6% | -2.3% | +9.9% |
| 30D | +22.9% | +2.1% | +20.8% | +22.2% |
| 3M | +16.7% | +14.7% | +2.0% | +13.9% |
| 6M | +31.0% | +55.7% | -24.7% | +20.9% |
| YTD | +22.8% | +7.1% | +15.7% | +19.5% |
| 1Y | +25.6% | -0.5% | +26.1% | +23.7% |
| 3Y | +62.0% | +35.7% | +26.2% | +44.2% |
| All | +13.8% | +103.9% | -90.0% | -6.5% |
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