+13.9%
IEMG vs MSFU
-2.2%
+16.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +13.5% | -12.6% | +0.1% |
| 7D | -3.1% | +8.2% | -11.3% | -3.6% |
| 30D | -10.3% | +10.2% | -20.5% | -10.9% |
| 3M | -6.6% | +22.9% | -29.5% | -7.8% |
| 6M | -3.9% | +63.2% | -67.1% | -6.4% |
| YTD | +12.4% | +11.7% | +0.7% | +10.0% |
| 1Y | +13.9% | -3.5% | +17.4% | +13.6% |
| All | +13.9% | -2.2% | +16.1% | +13.6% |
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