-19.6%
MSFU vs ENB
+7.5%
-27.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -4.6% |
| 7D | -5.7% | -0.2% | -5.5% | -5.8% |
| 30D | +4.2% | -2.2% | +6.4% | +3.0% |
| 3M | +27.9% | -10.5% | +38.4% | +20.7% |
| 6M | +37.1% | -5.1% | +42.2% | +35.0% |
| YTD | -7.4% | +9.0% | -16.3% | -5.8% |
| 1Y | -19.6% | +8.2% | -27.8% | -18.0% |
| All | -19.6% | +7.5% | -27.1% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 1y: compounded portfolio wealth divided by compounded ENB 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…
1y analysis · Full analysis span regression · 6 months rolling