+71.2%
MSFU vs EME
+551.0%
-479.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | -6.9% | +0.9% | -7.9% | -7.4% |
| 30D | -5.1% | -8.4% | +3.3% | -2.3% |
| 3M | +44.6% | -3.6% | +48.2% | +43.2% |
| 6M | +32.8% | +3.6% | +29.3% | +25.7% |
| YTD | -10.1% | +22.5% | -32.6% | -22.0% |
| 1Y | -19.4% | +18.2% | -37.6% | -30.1% |
| 3Y | +26.2% | +238.4% | -212.2% | -34.9% |
| All | +71.2% | +551.0% | -479.8% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EME 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling