+85.8%
MSFU vs EFV
+133.2%
-47.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.7% | -4.7% |
| 7D | -12.7% | -1.0% | -11.7% | -11.6% |
| 30D | -9.0% | +3.1% | -12.1% | -11.4% |
| 3M | +2.9% | -1.2% | +4.2% | +4.7% |
| 6M | +43.5% | +5.6% | +37.9% | +37.0% |
| YTD | -2.4% | +15.8% | -18.2% | -16.6% |
| 1Y | -13.5% | +20.0% | -33.5% | -29.0% |
| 3Y | +19.2% | +91.0% | -71.7% | -43.1% |
| All | +85.8% | +133.2% | -47.4% | -34.5% |
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