+21.8%
MSFU vs ED
+48.1%
-26.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.9% |
| 7D | -4.9% | -1.7% | -3.2% | -5.9% |
| 30D | -9.1% | +10.7% | -19.8% | -3.2% |
| 3M | +8.7% | +11.6% | -3.0% | +16.2% |
| 6M | +48.3% | +13.5% | +34.8% | +60.9% |
| YTD | -1.6% | +23.1% | -24.7% | +11.0% |
| 1Y | -13.6% | +23.1% | -36.7% | -2.5% |
| All | +21.8% | +48.1% | -26.3% | +49.5% |
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