-19.0%
MSFU vs ETR
+26.7%
-45.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -1.4% |
| 7D | -2.3% | +0.4% | -2.7% | -2.2% |
| 30D | -6.3% | +2.0% | -8.3% | -5.3% |
| 3M | +40.0% | -1.7% | +41.6% | +39.1% |
| 6M | +30.1% | +3.6% | +26.5% | +29.2% |
| YTD | -10.3% | +18.0% | -28.4% | -14.6% |
| 1Y | -19.0% | +26.2% | -45.3% | -27.6% |
| All | -19.0% | +26.7% | -45.7% | -27.6% |
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