+35.7%
MSFU vs ETR
+153.6%
-117.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.3% | +5.6% |
| 7D | +14.6% | +1.7% | +12.8% | +14.7% |
| 30D | +2.1% | +8.7% | -6.6% | +3.2% |
| 3M | +14.7% | +4.9% | +9.7% | +15.3% |
| 6M | +55.7% | +0.8% | +54.9% | +56.1% |
| YTD | +7.1% | +23.1% | -16.0% | +7.0% |
| 1Y | -0.5% | +17.9% | -18.4% | -0.5% |
| 3Y | +35.7% | +154.5% | -118.8% | +53.9% |
| All | +35.7% | +153.6% | -117.8% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling