+76.3%
MSFU vs EAT
+819.0%
-742.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.6% | -4.8% | -4.3% |
| 7D | -5.7% | 0.0% | -5.7% | -5.7% |
| 30D | +4.2% | +1.9% | +2.3% | +3.4% |
| 3M | +27.9% | +68.7% | -40.8% | +16.0% |
| 6M | +37.1% | +66.9% | -29.8% | +23.4% |
| YTD | -7.4% | +60.4% | -67.8% | -16.5% |
| 1Y | -19.6% | +44.0% | -63.6% | -26.1% |
| 3Y | +33.2% | +604.7% | -571.5% | -23.0% |
| All | +76.3% | +819.0% | -742.7% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling