-19.6%
MSFU vs ESI
+44.5%
-64.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.9% | -7.1% | -4.1% |
| 7D | -5.7% | +3.3% | -9.0% | -5.7% |
| 30D | +4.2% | -5.9% | +10.0% | +4.1% |
| 3M | +27.9% | -14.1% | +42.0% | +25.3% |
| 6M | +37.1% | +6.6% | +30.5% | +27.6% |
| YTD | -7.4% | +45.0% | -52.4% | -18.9% |
| 1Y | -19.6% | +41.5% | -61.1% | -28.2% |
| All | -19.6% | +44.5% | -64.2% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling