+72.2%
MSFU vs ECL
+78.4%
-6.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | -3.2% | -0.8% | -2.4% | -2.8% |
| 30D | -3.1% | -2.5% | -0.7% | -1.9% |
| 3M | +35.3% | +8.3% | +26.9% | +28.8% |
| 6M | +31.6% | -1.1% | +32.7% | +31.3% |
| YTD | -9.5% | +6.5% | -16.0% | -15.1% |
| 1Y | -18.4% | +2.1% | -20.5% | -21.6% |
| 3Y | +26.9% | +57.6% | -30.7% | -14.4% |
| All | +72.2% | +78.4% | -6.1% | +7.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling