+72.2%
MSFU vs ESI
+111.7%
-39.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | -3.2% | +5.4% | -8.5% | -5.0% |
| 30D | -3.1% | -4.2% | +1.1% | -2.0% |
| 3M | +35.3% | -9.6% | +44.9% | +35.5% |
| 6M | +31.6% | +18.3% | +13.3% | +12.1% |
| YTD | -9.5% | +45.8% | -55.4% | -32.2% |
| 1Y | -18.4% | +39.2% | -57.6% | -38.0% |
| 3Y | +26.9% | +86.3% | -59.3% | -23.5% |
| All | +72.2% | +111.7% | -39.5% | -7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling