+30.9%
MSFU vs ECL
+78.2%
-47.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.3% |
| 7D | +2.5% | -0.8% | +3.2% | +2.9% |
| 30D | -1.3% | +8.1% | -9.4% | -3.2% |
| 3M | +8.6% | +6.4% | +2.3% | +7.0% |
| 6M | +48.4% | +14.8% | +33.6% | +42.5% |
| YTD | +1.6% | +15.5% | -13.9% | -4.5% |
| 1Y | -5.8% | +20.1% | -25.9% | -13.4% |
| 3Y | +30.9% | +77.8% | -46.8% | +4.6% |
| All | +30.9% | +78.2% | -47.2% | +4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling