+70.7%
MSFU vs EFX
-7.7%
+78.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | 0.0% |
| 7D | -2.3% | -9.4% | +7.0% | +2.0% |
| 30D | -6.3% | -6.9% | +0.6% | -3.3% |
| 3M | +40.0% | +0.1% | +39.8% | +38.5% |
| 6M | +30.1% | -17.3% | +47.4% | +39.4% |
| YTD | -10.3% | -21.8% | +11.5% | -2.2% |
| 1Y | -19.0% | -32.5% | +13.5% | -6.0% |
| 3Y | +25.8% | -12.3% | +38.1% | +19.4% |
| All | +70.7% | -7.7% | +78.4% | +54.5% |
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