+73.2%
MSFU vs ET
+161.3%
-88.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.5% |
| 7D | -1.8% | +0.2% | -2.0% | -1.9% |
| 30D | +0.5% | +2.9% | -2.4% | -0.8% |
| 3M | +51.9% | +16.8% | +35.1% | +41.4% |
| 6M | +35.0% | +18.9% | +16.1% | +23.6% |
| YTD | -9.0% | +37.7% | -46.7% | -23.4% |
| 1Y | -18.8% | +32.4% | -51.2% | -30.2% |
| 3Y | +25.5% | +99.5% | -74.0% | -14.4% |
| All | +73.2% | +161.3% | -88.2% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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