+93.3%
MSFU vs ED
+38.3%
+55.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -2.3% |
| 7D | +2.5% | +1.6% | +0.8% | +2.8% |
| 30D | -1.3% | +13.3% | -14.6% | +1.3% |
| 3M | +8.6% | +9.7% | -1.1% | +10.8% |
| 6M | +48.4% | +12.8% | +35.6% | +52.1% |
| YTD | +1.6% | +22.3% | -20.7% | +4.0% |
| 1Y | -5.8% | +26.3% | -32.1% | -3.4% |
| 3Y | +30.9% | +45.0% | -14.1% | +25.4% |
| All | +93.3% | +38.3% | +55.0% | +100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling