+30.9%
MSFU vs ES
+46.3%
-15.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -2.0% |
| 7D | +2.5% | +1.9% | +0.6% | +2.5% |
| 30D | -1.3% | +7.1% | -8.3% | -1.0% |
| 3M | +8.6% | -1.9% | +10.6% | +8.7% |
| 6M | +48.4% | +4.4% | +44.0% | +48.5% |
| YTD | +1.6% | +7.3% | -5.8% | +1.3% |
| 1Y | -5.8% | +2.1% | -7.9% | -5.7% |
| 3Y | +30.9% | +41.8% | -10.9% | +30.7% |
| All | +30.9% | +46.3% | -15.4% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling