+188.1%
EWT vs MSFU
+88.0%
+100.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | +9.1% | -2.8% | +11.9% | +9.7% |
| 30D | -12.2% | -5.3% | -6.9% | -11.4% |
| 3M | -9.4% | +7.2% | -16.7% | -11.0% |
| 6M | +2.7% | +51.0% | -48.3% | -7.5% |
| YTD | +53.3% | -1.2% | +54.5% | +50.4% |
| 1Y | +59.2% | -10.3% | +69.5% | +59.8% |
| 3Y | +157.1% | +22.2% | +134.9% | +127.6% |
| All | +188.1% | +88.0% | +100.1% | +124.4% |
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