+76.3%
MSFU vs ES
-6.3%
+82.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.1% |
| 7D | -5.7% | +0.3% | -6.0% | -5.7% |
| 30D | +4.2% | -2.0% | +6.1% | +4.4% |
| 3M | +27.9% | +1.7% | +26.2% | +27.4% |
| 6M | +37.1% | -3.5% | +40.7% | +37.8% |
| YTD | -7.4% | +7.9% | -15.3% | -9.2% |
| 1Y | -19.6% | +17.2% | -36.8% | -22.7% |
| 3Y | +33.2% | +29.3% | +3.9% | +23.8% |
| All | +76.3% | -6.3% | +82.6% | +117.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling