+228.1%
EWT vs MSFU
+73.2%
+155.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.6% |
| 7D | -1.1% | -1.8% | +0.7% | -0.8% |
| 30D | +4.5% | +0.5% | +4.0% | +4.2% |
| 3M | +8.3% | +51.9% | -43.6% | -1.9% |
| 6M | +54.2% | +35.0% | +19.3% | +41.8% |
| YTD | +74.6% | -9.0% | +83.6% | +74.5% |
| 1Y | +84.9% | -18.8% | +103.7% | +89.6% |
| 3Y | +197.5% | +25.5% | +172.0% | +160.7% |
| All | +228.1% | +73.2% | +155.0% | +160.3% |
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