+76.3%
MSFU vs ELF
+188.0%
-111.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.1% | -6.3% | -4.5% |
| 7D | -5.7% | +5.4% | -11.0% | -6.6% |
| 30D | +4.2% | +27.0% | -22.8% | -0.2% |
| 3M | +27.9% | +113.2% | -85.3% | +12.7% |
| 6M | +37.1% | +36.6% | +0.5% | +29.0% |
| YTD | -7.4% | +44.2% | -51.6% | -14.3% |
| 1Y | -19.6% | -18.0% | -1.6% | -19.4% |
| 3Y | +33.2% | -19.9% | +53.1% | +20.6% |
| All | +76.3% | +188.0% | -111.7% | +4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling