-3.5%
MSFU vs ECL
+23.8%
-27.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +3.4% | +10.1% | +14.1% |
| 7D | +8.2% | +7.7% | +0.4% | +9.9% |
| 30D | +10.2% | +13.7% | -3.5% | +13.4% |
| 3M | +22.9% | +11.6% | +11.3% | +25.7% |
| 6M | +63.2% | +23.9% | +39.3% | +73.6% |
| YTD | +11.7% | +21.0% | -9.2% | +13.2% |
| 1Y | -3.5% | +23.1% | -26.6% | -2.3% |
| All | -3.5% | +23.8% | -27.2% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling