+71.2%
MSFU vs EFV
+135.7%
-64.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.6% |
| 7D | -6.9% | -2.0% | -4.9% | -5.0% |
| 30D | -5.1% | -0.2% | -4.9% | -4.9% |
| 3M | +44.6% | +9.1% | +35.5% | +33.3% |
| 6M | +32.8% | +11.7% | +21.1% | +18.7% |
| YTD | -10.1% | +17.0% | -27.1% | -24.3% |
| 1Y | -19.4% | +26.7% | -46.1% | -37.9% |
| 3Y | +26.2% | +90.2% | -64.0% | -39.6% |
| All | +71.2% | +135.7% | -64.5% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling