+37.1%
MSFU vs ECL
-5.5%
+42.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.1% |
| 7D | -5.7% | -2.6% | -3.1% | -6.4% |
| 30D | +4.2% | -2.2% | +6.3% | +3.5% |
| 3M | +27.9% | +10.1% | +17.8% | +33.7% |
| 6M | +37.1% | -5.7% | +42.9% | +47.9% |
| All | +37.1% | -5.5% | +42.6% | +47.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling