+70.7%
MSFU vs EAT
+759.5%
-688.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.3% |
| 7D | -2.3% | -6.8% | +4.5% | -1.2% |
| 30D | -6.3% | -5.4% | -0.9% | -5.8% |
| 3M | +40.0% | +42.8% | -2.8% | +30.8% |
| 6M | +30.1% | +56.5% | -26.4% | +18.3% |
| YTD | -10.3% | +50.0% | -60.3% | -18.3% |
| 1Y | -19.0% | +38.3% | -57.3% | -25.2% |
| 3Y | +25.8% | +591.6% | -565.8% | -27.7% |
| All | +70.7% | +759.5% | -688.8% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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