+29.1%
IEMG vs MSFU
-20.0%
+49.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -0.9% | -6.9% | +6.1% | -0.5% |
| 30D | +2.1% | -5.1% | +7.2% | +2.4% |
| 3M | +4.6% | +44.6% | -40.0% | +2.1% |
| 6M | +14.0% | +32.8% | -18.8% | +11.1% |
| YTD | +22.3% | -10.1% | +32.4% | +22.4% |
| All | +29.1% | -20.0% | +49.1% | +32.5% |
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 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