-8.1%
MSFU vs ED
+25.7%
-33.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -3.7% |
| 7D | +4.0% | +2.1% | +1.9% | +5.8% |
| 30D | -2.3% | +12.4% | -14.7% | +9.8% |
| 3M | +7.1% | +13.1% | -6.0% | +21.2% |
| 6M | +48.9% | +14.1% | +34.8% | +70.4% |
| YTD | +2.4% | +23.1% | -20.6% | +16.1% |
| 1Y | -8.1% | +25.4% | -33.5% | +3.4% |
| All | -8.1% | +25.7% | -33.8% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling