+76.3%
MSFU vs EFV
+140.2%
-63.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.0% | -4.0% |
| 7D | -5.7% | +1.5% | -7.2% | -7.0% |
| 30D | +4.2% | +1.7% | +2.4% | +2.4% |
| 3M | +27.9% | +8.6% | +19.3% | +18.4% |
| 6M | +37.1% | +11.7% | +25.4% | +22.5% |
| YTD | -7.4% | +19.3% | -26.7% | -23.5% |
| 1Y | -19.6% | +30.2% | -49.8% | -39.8% |
| 3Y | +33.2% | +91.6% | -58.4% | -36.5% |
| All | +76.3% | +140.2% | -63.8% | -39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling