+70.7%
MSFU vs ENB
+58.1%
+12.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -2.3% | -0.3% | -2.0% | -2.3% |
| 30D | -6.3% | -1.1% | -5.2% | -6.0% |
| 3M | +40.0% | -8.5% | +48.4% | +42.6% |
| 6M | +30.1% | -4.5% | +34.6% | +30.5% |
| YTD | -10.3% | +9.1% | -19.4% | -14.8% |
| 1Y | -19.0% | +8.0% | -27.0% | -22.8% |
| 3Y | +25.8% | +77.8% | -52.0% | -7.9% |
| All | +70.7% | +58.1% | +12.7% | +36.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling