-18.4%
MSFU vs ED
+14.2%
-32.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -1.5% |
| 7D | -3.2% | +0.5% | -3.7% | -2.7% |
| 30D | -3.1% | +1.1% | -4.2% | -2.1% |
| 3M | +35.3% | +4.6% | +30.6% | +41.1% |
| 6M | +31.6% | -2.0% | +33.6% | +32.4% |
| YTD | -9.5% | +11.7% | -21.2% | -5.3% |
| 1Y | -18.4% | +15.7% | -34.2% | -13.9% |
| All | -18.4% | +14.2% | -32.7% | -13.9% |
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 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