+95.0%
MSFU vs EAT
+679.0%
-584.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.2% | -3.6% |
| 7D | +4.0% | -5.9% | +10.0% | +5.3% |
| 30D | -2.3% | +0.7% | -3.0% | -2.4% |
| 3M | +7.1% | -14.2% | +21.3% | +9.3% |
| 6M | +48.9% | +40.7% | +8.2% | +38.8% |
| YTD | +2.4% | +36.0% | -33.5% | -5.2% |
| 1Y | -8.1% | +83.1% | -91.1% | -20.5% |
| 3Y | +25.2% | +474.8% | -449.6% | -24.5% |
| All | +95.0% | +679.0% | -584.0% | -3.3% |
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