+103.9%
MSFU vs ESTC
+13.7%
+90.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.9% | +0.6% | +3.7% |
| 7D | +14.6% | -1.2% | +15.8% | +15.1% |
| 30D | +2.1% | -8.1% | +10.2% | +5.2% |
| 3M | +14.7% | +20.2% | -5.5% | +6.2% |
| 6M | +55.7% | +72.7% | -17.1% | +27.5% |
| YTD | +7.1% | +19.6% | -12.5% | -1.7% |
| 1Y | -0.5% | +0.3% | -0.8% | -4.4% |
| 3Y | +35.7% | +22.8% | +12.9% | +13.6% |
| All | +103.9% | +13.7% | +90.2% | +74.3% |
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