-3.5%
MSFU vs EMB
+0.7%
-4.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +1.0% | +12.5% | +11.5% |
| 7D | +8.2% | +0.7% | +7.5% | +6.8% |
| 30D | +10.2% | +2.3% | +7.9% | +5.9% |
| 3M | +22.9% | -2.5% | +25.4% | +28.4% |
| 6M | +63.2% | -1.1% | +64.3% | +66.7% |
| YTD | +11.7% | -0.6% | +12.3% | +9.4% |
| 1Y | -3.5% | +0.6% | -4.1% | -8.2% |
| All | -3.5% | +0.7% | -4.2% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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