+30.2%
MSFU vs ED
+34.8%
-4.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.8% | -4.9% |
| 7D | -5.7% | -0.2% | -5.5% | -5.8% |
| 30D | +4.2% | -0.1% | +4.3% | +4.1% |
| 3M | +27.9% | +3.9% | +24.0% | +30.8% |
| 6M | +37.1% | -3.0% | +40.2% | +36.7% |
| YTD | -7.4% | +10.7% | -18.1% | -2.7% |
| 1Y | -19.6% | +13.3% | -32.9% | -14.6% |
| All | +30.2% | +34.8% | -4.7% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling