+5.4%
IEF vs MSFU
+70.7%
-65.3%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | -0.3% | -2.3% | +2.0% | -0.3% |
| 30D | -0.6% | -6.3% | +5.7% | -0.6% |
| 3M | -1.0% | +40.0% | -40.9% | -1.2% |
| 6M | -3.1% | +30.1% | -33.2% | -3.2% |
| YTD | -1.9% | -10.3% | +8.5% | -1.9% |
| 1Y | -1.4% | -19.0% | +17.7% | -1.4% |
| 3Y | +9.8% | +25.8% | -16.0% | +8.6% |
| All | +5.4% | +70.7% | -65.3% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling