+52.2%
EW vs MSFU
+32.6%
+19.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.5% |
| 7D | +11.0% | +2.5% | +8.6% | +10.5% |
| 30D | +19.1% | -1.3% | +20.4% | +19.0% |
| 3M | +14.4% | +8.6% | +5.7% | +12.8% |
| 6M | +22.8% | +48.4% | -25.6% | +15.7% |
| YTD | +19.8% | +1.6% | +18.2% | +18.4% |
| 1Y | +23.9% | -5.8% | +29.7% | +23.8% |
| 3Y | +52.2% | +30.9% | +21.3% | +45.1% |
| All | +52.2% | +32.6% | +19.6% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling