+22.2%
MSFU vs ELF
+24.2%
-2.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.5% | -0.2% |
| 7D | -2.8% | +1.6% | -4.3% | -3.0% |
| 30D | -5.3% | +9.1% | -14.4% | -6.6% |
| 3M | +7.2% | +28.2% | -20.9% | +3.0% |
| 6M | +51.0% | +119.5% | -68.6% | +34.2% |
| YTD | -1.2% | +55.2% | -56.4% | -8.8% |
| 1Y | -10.3% | +58.6% | -68.9% | -17.7% |
| 3Y | +22.2% | +21.3% | +0.9% | +14.8% |
| All | +22.2% | +24.2% | -2.0% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling