+85.8%
MSFU vs ES
-5.9%
+91.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.3% | -6.1% | -4.9% |
| 7D | -12.7% | +0.1% | -12.8% | -12.7% |
| 30D | -9.0% | +6.7% | -15.7% | -9.8% |
| 3M | +2.9% | +0.3% | +2.6% | +2.9% |
| 6M | +43.5% | +7.4% | +36.1% | +41.6% |
| YTD | -2.4% | +8.4% | -10.8% | -4.4% |
| 1Y | -13.5% | +0.6% | -14.1% | -14.0% |
| 3Y | +19.2% | +50.6% | -31.4% | +2.5% |
| All | +85.8% | -5.9% | +91.7% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling