-3.5%
MSFU vs EFX
-7.5%
+4.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +2.4% | +11.1% | +12.8% |
| 7D | +8.2% | +9.2% | -1.0% | +5.5% |
| 30D | +10.2% | +34.8% | -24.6% | -0.3% |
| 3M | +22.9% | +8.8% | +14.1% | +20.1% |
| 6M | +63.2% | +12.3% | +50.9% | +53.8% |
| YTD | +11.7% | -10.6% | +22.3% | +8.3% |
| 1Y | -3.5% | -6.7% | +3.2% | -5.4% |
| All | -3.5% | -7.5% | +4.0% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling