+76.3%
MSFU vs EME
+556.1%
-479.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.7% | -5.9% | -4.8% |
| 7D | -5.7% | +1.9% | -7.6% | -6.4% |
| 30D | +4.2% | -8.3% | +12.4% | +7.2% |
| 3M | +27.9% | -10.7% | +38.7% | +30.4% |
| 6M | +37.1% | +1.9% | +35.2% | +30.6% |
| YTD | -7.4% | +23.5% | -30.8% | -19.9% |
| 1Y | -19.6% | +18.0% | -37.6% | -30.1% |
| 3Y | +33.2% | +236.1% | -202.9% | -31.0% |
| All | +76.3% | +556.1% | -479.8% | -50.6% |
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 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