+76.3%
MSFU vs ECL
+79.1%
-2.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.2% |
| 7D | -5.7% | -2.6% | -3.1% | -4.4% |
| 30D | +4.2% | -2.2% | +6.3% | +5.3% |
| 3M | +27.9% | +10.1% | +17.8% | +20.6% |
| 6M | +37.1% | -5.7% | +42.9% | +41.0% |
| YTD | -7.4% | +7.0% | -14.3% | -13.2% |
| 1Y | -19.6% | +2.7% | -22.3% | -23.0% |
| 3Y | +33.2% | +57.7% | -24.5% | -10.1% |
| All | +76.3% | +79.1% | -2.8% | +9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling