+70.7%
MSFU vs AEIS
+235.5%
-164.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | -2.3% | +6.5% | -8.8% | -3.9% |
| 30D | -6.3% | -9.2% | +2.9% | -4.7% |
| 3M | +40.0% | -8.3% | +48.3% | +37.2% |
| 6M | +30.1% | -6.3% | +36.4% | +22.2% |
| YTD | -10.3% | +36.5% | -46.8% | -30.4% |
| 1Y | -19.0% | +84.8% | -103.8% | -47.2% |
| 3Y | +25.8% | +176.6% | -150.8% | -37.7% |
| All | +70.7% | +235.5% | -164.8% | -31.3% |
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