+72.2%
MSFU vs ENB
+59.1%
+13.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.5% |
| 7D | -3.2% | -0.5% | -2.7% | -3.0% |
| 30D | -3.1% | -0.2% | -2.9% | -3.1% |
| 3M | +35.3% | -7.5% | +42.8% | +37.5% |
| 6M | +31.6% | -4.1% | +35.7% | +31.9% |
| YTD | -9.5% | +9.8% | -19.3% | -14.2% |
| 1Y | -18.4% | +8.7% | -27.1% | -22.3% |
| 3Y | +26.9% | +79.0% | -52.1% | -7.2% |
| All | +72.2% | +59.1% | +13.1% | +37.5% |
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 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