+93.3%
MSFU vs ENB
+47.8%
+45.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.7% | -1.3% |
| 7D | +2.5% | -5.2% | +7.7% | +3.6% |
| 30D | -1.3% | +2.2% | -3.5% | -1.8% |
| 3M | +8.6% | -8.1% | +16.7% | +10.6% |
| 6M | +48.4% | -11.2% | +59.6% | +51.6% |
| YTD | +1.6% | +2.0% | -0.4% | -2.1% |
| 1Y | -5.8% | +4.1% | -9.8% | -10.0% |
| 3Y | +30.9% | +64.7% | -33.8% | -2.0% |
| All | +93.3% | +47.8% | +45.6% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling