+94.1%
IEMG vs MSFU
+73.2%
+20.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.1% |
| 7D | -1.3% | -1.8% | +0.5% | -1.1% |
| 30D | +1.9% | +0.5% | +1.4% | +1.7% |
| 3M | +1.4% | +51.9% | -50.4% | -4.8% |
| 6M | +15.2% | +35.0% | -19.8% | +9.2% |
| YTD | +23.8% | -9.0% | +32.9% | +23.7% |
| 1Y | +30.7% | -18.8% | +49.5% | +32.6% |
| 3Y | +83.3% | +25.5% | +57.8% | +65.9% |
| All | +94.1% | +73.2% | +20.9% | +65.5% |
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