+70.7%
MSFU vs ET
+162.9%
-92.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | -2.3% | +0.6% | -3.0% | -2.6% |
| 30D | -6.3% | +5.3% | -11.5% | -8.5% |
| 3M | +40.0% | +15.6% | +24.3% | +31.0% |
| 6M | +30.1% | +20.6% | +9.5% | +18.3% |
| YTD | -10.3% | +38.5% | -48.9% | -24.7% |
| 1Y | -19.0% | +35.7% | -54.8% | -31.3% |
| 3Y | +25.8% | +98.4% | -72.6% | -13.8% |
| All | +70.7% | +162.9% | -92.2% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling