-13.6%
MSFU vs AEE
+11.1%
-24.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.9% |
| 7D | -4.9% | +0.6% | -5.6% | -4.6% |
| 30D | -9.1% | +8.8% | -17.9% | -4.0% |
| 3M | +8.7% | +5.1% | +3.6% | +11.7% |
| 6M | +48.3% | +5.2% | +43.1% | +57.0% |
| YTD | -1.6% | +16.1% | -17.7% | +5.9% |
| 1Y | -13.6% | +10.4% | -24.0% | -3.7% |
| All | -13.6% | +11.1% | -24.7% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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