+76.3%
MSFU vs ENB
+57.9%
+18.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -4.0% |
| 7D | -5.7% | -0.2% | -5.5% | -5.6% |
| 30D | +4.2% | -2.2% | +6.4% | +4.7% |
| 3M | +27.9% | -10.5% | +38.4% | +31.1% |
| 6M | +37.1% | -5.1% | +42.2% | +37.8% |
| YTD | -7.4% | +9.0% | -16.3% | -12.0% |
| 1Y | -19.6% | +8.2% | -27.8% | -23.4% |
| 3Y | +33.2% | +67.8% | -34.6% | +1.1% |
| All | +76.3% | +57.9% | +18.5% | +41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling