+76.3%
MSFU vs EL
-55.0%
+131.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.0% | -7.1% | -4.9% |
| 7D | -5.7% | +0.8% | -6.5% | -5.9% |
| 30D | +4.2% | +19.8% | -15.7% | -0.6% |
| 3M | +27.9% | +25.7% | +2.2% | +20.9% |
| 6M | +37.1% | +5.4% | +31.7% | +33.6% |
| YTD | -7.4% | +0.2% | -7.6% | -9.2% |
| 1Y | -19.6% | +20.4% | -40.0% | -25.1% |
| 3Y | +33.2% | -32.1% | +65.3% | +33.9% |
| All | +76.3% | -55.0% | +131.3% | +125.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling