+11.0%
EW vs MSFU
+93.3%
-82.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.6% |
| 7D | +11.0% | +2.5% | +8.6% | +10.4% |
| 30D | +19.1% | -1.3% | +20.4% | +19.0% |
| 3M | +14.4% | +8.6% | +5.7% | +12.5% |
| 6M | +22.8% | +48.4% | -25.6% | +14.1% |
| YTD | +19.8% | +1.6% | +18.2% | +17.5% |
| 1Y | +23.9% | -5.8% | +29.7% | +23.0% |
| 3Y | +52.2% | +30.9% | +21.3% | +36.0% |
| All | +11.0% | +93.3% | -82.3% | -8.0% |
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