-5.8%
MSFU vs ESTC
-2.5%
-3.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -3.1% |
| 7D | +2.5% | -11.5% | +14.0% | +9.6% |
| 30D | -1.3% | -7.5% | +6.2% | +2.7% |
| 3M | +8.6% | +23.1% | -14.4% | -7.1% |
| 6M | +48.4% | +75.3% | -26.9% | +3.2% |
| YTD | +1.6% | +14.1% | -12.5% | -14.9% |
| 1Y | -5.8% | -0.6% | -5.2% | -19.3% |
| All | -5.8% | -2.5% | -3.3% | -19.3% |
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 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