+98.3%
IEFA vs MSFU
+72.2%
+26.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.3% |
| 7D | +1.2% | -3.2% | +4.3% | +1.5% |
| 30D | -0.6% | -3.1% | +2.6% | -0.3% |
| 3M | +6.2% | +35.3% | -29.1% | +1.4% |
| 6M | +11.2% | +31.6% | -20.4% | +5.6% |
| YTD | +14.2% | -9.5% | +23.7% | +14.1% |
| 1Y | +20.0% | -18.4% | +38.4% | +21.7% |
| 3Y | +68.8% | +26.9% | +41.8% | +50.4% |
| All | +98.3% | +72.2% | +26.0% | +62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling