+72.2%
MSFU vs EME
+572.6%
-500.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.5% | -4.8% | -3.3% |
| 7D | -3.2% | +5.2% | -8.3% | -5.1% |
| 30D | -3.1% | -5.4% | +2.2% | -1.5% |
| 3M | +35.3% | -6.1% | +41.4% | +35.2% |
| 6M | +31.6% | +9.7% | +21.9% | +21.7% |
| YTD | -9.5% | +26.6% | -36.1% | -22.6% |
| 1Y | -18.4% | +24.6% | -43.0% | -30.9% |
| 3Y | +26.9% | +249.6% | -222.7% | -35.4% |
| All | +72.2% | +572.6% | -500.4% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling