+76.3%
MSFU vs ET
+160.7%
-84.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.4% | -4.3% |
| 7D | -5.7% | +0.9% | -6.6% | -6.1% |
| 30D | +4.2% | +7.5% | -3.3% | +0.8% |
| 3M | +27.9% | +11.4% | +16.5% | +21.8% |
| 6M | +37.1% | +18.5% | +18.6% | +25.7% |
| YTD | -7.4% | +37.4% | -44.8% | -22.0% |
| 1Y | -19.6% | +30.9% | -50.5% | -30.5% |
| 3Y | +33.2% | +98.7% | -65.5% | -9.0% |
| All | +76.3% | +160.7% | -84.4% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling