+87.3%
MSFU vs EME
+476.9%
-389.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | -4.9% | +11.3% | -16.3% | -8.7% |
| 30D | -9.1% | -14.6% | +5.5% | -4.2% |
| 3M | +8.7% | -20.4% | +29.1% | +16.9% |
| 6M | +48.3% | -28.3% | +76.5% | +62.1% |
| YTD | -1.6% | +8.6% | -10.2% | -11.7% |
| 1Y | -13.6% | +3.2% | -16.8% | -20.7% |
| 3Y | +20.2% | +216.8% | -196.5% | -38.0% |
| All | +87.3% | +476.9% | -389.6% | -45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling