+87.3%
MSFU vs EAT
+688.9%
-601.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.1% |
| 7D | -4.9% | -7.1% | +2.2% | -3.7% |
| 30D | -9.1% | -2.3% | -6.7% | -8.8% |
| 3M | +8.7% | -19.6% | +28.3% | +12.3% |
| 6M | +48.3% | +46.0% | +2.3% | +37.3% |
| YTD | -1.6% | +37.7% | -39.3% | -9.2% |
| 1Y | -13.6% | +73.8% | -87.4% | -24.3% |
| 3Y | +20.2% | +482.1% | -461.8% | -27.7% |
| All | +87.3% | +688.9% | -601.6% | -7.4% |
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