+25.2%
MSFU vs EFV
+91.9%
-66.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -4.0% | -4.0% |
| 7D | +4.0% | +2.1% | +1.9% | +2.5% |
| 30D | -2.3% | +3.1% | -5.4% | -4.6% |
| 3M | +7.1% | -1.3% | +8.4% | +8.8% |
| 6M | +48.9% | +6.0% | +42.9% | +43.0% |
| YTD | +2.4% | +15.8% | -13.4% | -10.5% |
| 1Y | -8.1% | +21.1% | -29.2% | -23.2% |
| 3Y | +25.2% | +91.0% | -65.8% | -23.4% |
| All | +25.2% | +91.9% | -66.7% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling