+4.3%
IEF vs MSFU
+73.2%
-68.8%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | -1.3% | -1.8% | +0.4% | -1.3% |
| 30D | -1.7% | +0.5% | -2.2% | -1.8% |
| 3M | -2.5% | +51.9% | -54.4% | -2.7% |
| 6M | -3.3% | +35.0% | -38.2% | -3.4% |
| YTD | -2.8% | -9.0% | +6.2% | -2.9% |
| 1Y | -2.7% | -18.8% | +16.1% | -2.7% |
| 3Y | +8.9% | +25.5% | -16.6% | +7.8% |
| All | +4.3% | +73.2% | -68.8% | +1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling