+85.8%
MSFU vs ESTC
+10.0%
+75.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.8% | -4.8% |
| 7D | -12.7% | -2.6% | -10.0% | -11.7% |
| 30D | -9.0% | -8.6% | -0.4% | -6.0% |
| 3M | +2.9% | +14.4% | -11.4% | -2.9% |
| 6M | +43.5% | +73.3% | -29.8% | +17.6% |
| YTD | -2.4% | +15.7% | -18.2% | -9.3% |
| 1Y | -13.5% | -7.6% | -5.9% | -14.6% |
| 3Y | +19.2% | +14.6% | +4.6% | +2.5% |
| All | +85.8% | +10.0% | +75.8% | +60.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling