+95.0%
MSFU vs EL
-50.8%
+145.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.6% | -4.4% |
| 7D | +4.0% | +7.6% | -3.6% | +2.4% |
| 30D | -2.3% | +15.7% | -18.0% | -5.5% |
| 3M | +7.1% | +30.5% | -23.4% | +0.3% |
| 6M | +48.9% | +32.5% | +16.4% | +38.5% |
| YTD | +2.4% | +9.4% | -7.0% | -1.6% |
| 1Y | -8.1% | +28.4% | -36.4% | -15.3% |
| 3Y | +25.2% | +4.4% | +20.7% | +9.0% |
| All | +95.0% | -50.8% | +145.9% | +144.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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