-13.5%
MSFU vs EMB
+0.7%
-14.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.9% | -5.0% |
| 7D | -12.7% | -0.4% | -12.3% | -11.8% |
| 30D | -9.0% | +1.5% | -10.5% | -11.1% |
| 3M | +2.9% | -1.6% | +4.5% | +6.2% |
| 6M | +43.5% | -1.5% | +45.0% | +48.0% |
| YTD | -2.4% | -0.1% | -2.4% | -5.1% |
| 1Y | -13.5% | +0.5% | -14.0% | -15.8% |
| All | -13.5% | +0.7% | -14.2% | -15.8% |
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