+103.9%
MSFU vs ETR
+121.4%
-17.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.3% | +5.3% |
| 7D | +14.6% | +1.7% | +12.8% | +14.4% |
| 30D | +2.1% | +8.7% | -6.6% | +1.3% |
| 3M | +14.7% | +4.9% | +9.7% | +14.1% |
| 6M | +55.7% | +0.8% | +54.9% | +55.3% |
| YTD | +7.1% | +23.1% | -16.0% | +1.7% |
| 1Y | -0.5% | +17.9% | -18.4% | -4.5% |
| 3Y | +35.7% | +154.5% | -118.8% | +0.7% |
| All | +103.9% | +121.4% | -17.5% | +76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling