+95.0%
MSFU vs AEIS
+160.5%
-65.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -4.6% |
| 7D | +4.0% | -6.9% | +10.9% | +5.1% |
| 30D | -2.3% | -23.2% | +20.9% | +3.0% |
| 3M | +7.1% | -29.5% | +36.6% | +14.0% |
| 6M | +48.9% | -37.9% | +86.8% | +58.4% |
| YTD | +2.4% | +6.0% | -3.5% | -16.8% |
| 1Y | -8.1% | +1.2% | -9.3% | -24.0% |
| 3Y | +25.2% | +150.0% | -124.8% | -40.5% |
| All | +95.0% | +160.5% | -65.4% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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