-10.3%
MSFU vs ENB
+3.2%
-13.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.6% |
| 7D | -2.8% | +3.1% | -5.9% | -1.3% |
| 30D | -5.3% | +2.1% | -7.4% | -4.1% |
| 3M | +7.2% | -4.4% | +11.7% | +4.9% |
| 6M | +51.0% | -10.1% | +61.0% | +43.0% |
| YTD | -1.2% | +5.2% | -6.4% | +2.1% |
| 1Y | -10.3% | +4.2% | -14.6% | -6.8% |
| All | -10.3% | +3.2% | -13.5% | -6.8% |
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