-3.5%
MSFU vs ESTC
+1.6%
-5.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | -0.9% | +14.3% | +13.9% |
| 7D | +8.2% | -15.9% | +24.0% | +18.8% |
| 30D | +10.2% | -5.5% | +15.7% | +13.3% |
| 3M | +22.9% | +26.2% | -3.3% | +3.6% |
| 6M | +63.2% | +77.0% | -13.8% | +12.6% |
| YTD | +11.7% | +18.9% | -7.1% | -8.6% |
| 1Y | -3.5% | +1.3% | -4.8% | -19.0% |
| All | -3.5% | +1.6% | -5.0% | -19.0% |
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