+70.7%
MSFU vs ETR
+112.2%
-41.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | -2.3% | +0.4% | -2.7% | -2.4% |
| 30D | -6.3% | +2.0% | -8.3% | -6.5% |
| 3M | +40.0% | -1.7% | +41.6% | +40.0% |
| 6M | +30.1% | +3.6% | +26.5% | +28.1% |
| YTD | -10.3% | +18.0% | -28.4% | -14.5% |
| 1Y | -19.0% | +26.2% | -45.3% | -24.0% |
| 3Y | +25.8% | +148.0% | -122.2% | -7.3% |
| All | +70.7% | +112.2% | -41.5% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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