+72.2%
MSFU vs EL
-55.9%
+128.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.8% |
| 7D | -3.2% | +1.7% | -4.9% | -3.6% |
| 30D | -3.1% | +15.5% | -18.6% | -6.7% |
| 3M | +35.3% | +20.6% | +14.7% | +29.1% |
| 6M | +31.6% | +10.5% | +21.1% | +27.0% |
| YTD | -9.5% | -1.9% | -7.6% | -10.9% |
| 1Y | -18.4% | +16.1% | -34.5% | -23.3% |
| 3Y | +26.9% | -30.2% | +57.2% | +25.5% |
| All | +72.2% | -55.9% | +128.2% | +121.7% |
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