+93.3%
MSFU vs EAT
+724.6%
-631.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.4% |
| 7D | +2.5% | -2.6% | +5.1% | +3.0% |
| 30D | -1.3% | +11.5% | -12.8% | -3.1% |
| 3M | +8.6% | -9.1% | +17.8% | +9.8% |
| 6M | +48.4% | +40.4% | +8.0% | +38.5% |
| YTD | +1.6% | +43.9% | -42.4% | -6.9% |
| 1Y | -5.8% | +101.9% | -107.7% | -20.0% |
| 3Y | +30.9% | +489.9% | -458.9% | -21.0% |
| All | +93.3% | +724.6% | -631.3% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling