+18.2%
AEP vs MSFU
-18.4%
+36.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | -0.4% |
| 7D | +1.8% | -5.7% | +7.5% | +1.5% |
| 30D | -0.8% | +4.2% | -5.0% | -0.6% |
| 3M | -1.8% | +27.9% | -29.7% | -0.5% |
| 6M | -5.4% | +37.1% | -42.5% | -3.9% |
| YTD | +10.4% | -7.4% | +17.8% | +14.4% |
| 1Y | +18.2% | -19.6% | +37.8% | +23.4% |
| All | +18.2% | -18.4% | +36.6% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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