+72.2%
MSFU vs ED
+26.3%
+45.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.1% |
| 7D | -3.2% | +0.5% | -3.7% | -3.1% |
| 30D | -3.1% | +1.1% | -4.2% | -2.9% |
| 3M | +35.3% | +4.6% | +30.6% | +36.2% |
| 6M | +31.6% | -2.0% | +33.6% | +31.9% |
| YTD | -9.5% | +11.7% | -21.2% | -9.1% |
| 1Y | -18.4% | +15.7% | -34.2% | -18.0% |
| 3Y | +26.9% | +34.4% | -7.4% | +18.5% |
| All | +72.2% | +26.3% | +45.9% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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