-19.6%
MSFU vs ESTC
+7.3%
-26.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.5% | +0.3% | -1.9% |
| 7D | -5.7% | -8.1% | +2.4% | -1.6% |
| 30D | +4.2% | +31.7% | -27.5% | -11.9% |
| 3M | +27.9% | +41.1% | -13.1% | +3.8% |
| 6M | +37.1% | +77.1% | -39.9% | -0.8% |
| YTD | -7.4% | +21.7% | -29.1% | -24.9% |
| 1Y | -19.6% | +8.4% | -28.0% | -33.7% |
| All | -19.6% | +7.3% | -26.9% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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