+87.3%
MSFU vs ESTC
+12.2%
+75.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.1% |
| 7D | -4.9% | +5.8% | -10.7% | -6.8% |
| 30D | -9.1% | -5.6% | -3.5% | -7.2% |
| 3M | +8.7% | +15.4% | -6.7% | +2.2% |
| 6M | +48.3% | +77.8% | -29.5% | +20.4% |
| YTD | -1.6% | +18.1% | -19.7% | -9.2% |
| 1Y | -13.6% | -3.7% | -9.9% | -15.9% |
| 3Y | +20.2% | +16.9% | +3.3% | +2.6% |
| All | +87.3% | +12.2% | +75.1% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling