+22.2%
MSFU vs EME
+216.1%
-193.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -2.8% | +8.4% | -11.1% | -5.5% |
| 30D | -5.3% | -11.5% | +6.2% | -1.9% |
| 3M | +7.2% | -20.6% | +27.9% | +15.0% |
| 6M | +51.0% | -28.5% | +79.5% | +63.6% |
| YTD | -1.2% | +8.0% | -9.2% | -11.4% |
| 1Y | -10.3% | +6.8% | -17.1% | -19.3% |
| 3Y | +22.2% | +213.9% | -191.7% | -20.6% |
| All | +22.2% | +216.1% | -193.9% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling