-13.5%
MSFU vs ETR
+18.6%
-32.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.3% | -5.0% | -4.7% |
| 7D | -12.7% | +0.1% | -12.7% | -12.7% |
| 30D | -9.0% | +7.7% | -16.7% | -5.7% |
| 3M | +2.9% | +5.7% | -2.8% | +5.3% |
| 6M | +43.5% | -0.3% | +43.8% | +44.0% |
| YTD | -2.4% | +23.4% | -25.8% | -2.7% |
| 1Y | -13.5% | +18.5% | -32.0% | -12.0% |
| All | -13.5% | +18.6% | -32.1% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling