+22.2%
MSFU vs ESI
+79.1%
-56.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -2.8% | +5.5% | -8.3% | -4.2% |
| 30D | -5.3% | -7.8% | +2.4% | -3.5% |
| 3M | +7.2% | -15.0% | +22.3% | +11.4% |
| 6M | +51.0% | -24.9% | +75.9% | +58.4% |
| YTD | -1.2% | +33.2% | -34.5% | -22.3% |
| 1Y | -10.3% | +24.9% | -35.3% | -27.5% |
| 3Y | +22.2% | +77.8% | -55.5% | -15.4% |
| All | +22.2% | +79.1% | -56.8% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling