+32.4%
MSFU vs ESI
+81.9%
-49.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.9% | -7.1% | -4.9% |
| 7D | -5.7% | +3.3% | -9.0% | -6.5% |
| 30D | +4.2% | -5.9% | +10.0% | +5.6% |
| 3M | +27.9% | -14.1% | +42.0% | +29.8% |
| 6M | +37.1% | +6.6% | +30.5% | +24.8% |
| YTD | -7.4% | +45.0% | -52.4% | -27.5% |
| 1Y | -19.6% | +41.5% | -61.1% | -37.0% |
| All | +32.4% | +81.9% | -49.5% | -1.8% |
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