+96.6%
IEMG vs MSFU
+76.3%
+20.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.8% | +2.2% |
| 7D | +2.2% | -5.7% | +7.9% | +2.9% |
| 30D | +4.6% | +4.2% | +0.4% | +3.9% |
| 3M | +0.4% | +27.9% | -27.5% | -3.4% |
| 6M | +16.4% | +37.1% | -20.8% | +10.1% |
| YTD | +25.4% | -7.4% | +32.8% | +25.0% |
| 1Y | +38.3% | -19.6% | +57.9% | +40.7% |
| 3Y | +84.1% | +33.2% | +50.9% | +65.0% |
| All | +96.6% | +76.3% | +20.3% | +67.3% |
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