+22.2%
MSFU vs EMB
+29.8%
-7.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.8% |
| 7D | -2.8% | -0.9% | -1.9% | -0.9% |
| 30D | -5.3% | +0.4% | -5.7% | -5.7% |
| 3M | +7.2% | -3.1% | +10.4% | +14.4% |
| 6M | +51.0% | -2.1% | +53.0% | +57.9% |
| YTD | -1.2% | -1.1% | -0.2% | +1.2% |
| 1Y | -10.3% | -0.1% | -10.3% | -10.0% |
| 3Y | +22.2% | +29.6% | -7.4% | -10.9% |
| All | +22.2% | +29.8% | -7.6% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling