-18.4%
MSFU vs ESI
+39.5%
-57.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.3% |
| 7D | -3.2% | +5.4% | -8.5% | -3.1% |
| 30D | -3.1% | -4.2% | +1.1% | -3.2% |
| 3M | +35.3% | -9.6% | +44.9% | +31.9% |
| 6M | +31.6% | +18.3% | +13.3% | +19.8% |
| YTD | -9.5% | +45.8% | -55.4% | -21.3% |
| 1Y | -18.4% | +39.2% | -57.6% | -27.6% |
| All | -18.4% | +39.5% | -57.9% | -27.6% |
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