-18.4%
MSFU vs ELF
-23.1%
+4.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.6% | -1.6% |
| 7D | -3.2% | -1.2% | -2.0% | -3.0% |
| 30D | -3.1% | +5.9% | -9.0% | -4.1% |
| 3M | +35.3% | +99.5% | -64.3% | +25.2% |
| 6M | +31.6% | +26.5% | +5.1% | +26.5% |
| YTD | -9.5% | +37.2% | -46.7% | -14.1% |
| 1Y | -18.4% | -24.4% | +6.0% | -15.5% |
| All | -18.4% | -23.1% | +4.7% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling