+85.8%
MSFU vs EFX
+3.4%
+82.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.9% | -4.8% |
| 7D | -12.7% | -2.0% | -10.7% | -12.0% |
| 30D | -9.0% | +27.9% | -36.9% | -18.9% |
| 3M | +2.9% | +3.8% | -0.9% | +0.5% |
| 6M | +43.5% | +13.0% | +30.6% | +33.6% |
| YTD | -2.4% | -12.4% | +10.0% | +0.4% |
| 1Y | -13.5% | -10.4% | -3.1% | -12.1% |
| 3Y | +19.2% | +4.4% | +14.8% | +2.6% |
| All | +85.8% | +3.4% | +82.3% | +58.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling