+22.2%
MSFU vs EOSE
+48.1%
-25.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | -0.1% |
| 7D | -2.8% | +9.8% | -12.5% | -3.7% |
| 30D | -5.3% | -2.1% | -3.3% | -5.4% |
| 3M | +7.2% | -54.1% | +61.3% | +12.5% |
| 6M | +51.0% | -76.9% | +127.9% | +64.2% |
| YTD | -1.2% | -83.3% | +82.1% | +7.3% |
| 1Y | -10.3% | -87.4% | +77.1% | -1.0% |
| 3Y | +22.2% | +61.9% | -39.6% | +13.3% |
| All | +22.2% | +48.1% | -25.8% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 3y: compounded portfolio wealth divided by compounded EOSE 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…
3y analysis · Full analysis span regression · 6 months rolling