+85.8%
MSFU vs ELF
+211.1%
-125.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.7% | -4.7% |
| 7D | -12.7% | +4.3% | -16.9% | -13.3% |
| 30D | -9.0% | +7.7% | -16.7% | -10.1% |
| 3M | +2.9% | +24.7% | -21.8% | -1.1% |
| 6M | +43.5% | +114.6% | -71.1% | +25.9% |
| YTD | -2.4% | +55.8% | -58.2% | -11.0% |
| 1Y | -13.5% | +51.9% | -65.4% | -21.0% |
| 3Y | +19.2% | +24.6% | -5.4% | -2.3% |
| All | +85.8% | +211.1% | -125.3% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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