+88.0%
MSFU vs AEIS
+158.1%
-70.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +1.3% |
| 7D | -2.8% | +11.5% | -14.3% | -5.4% |
| 30D | -5.3% | -15.8% | +10.4% | -2.4% |
| 3M | +7.2% | -33.3% | +40.6% | +15.9% |
| 6M | +51.0% | -35.2% | +86.2% | +57.9% |
| YTD | -1.2% | +5.0% | -6.3% | -19.7% |
| 1Y | -10.3% | +8.5% | -18.8% | -28.4% |
| 3Y | +22.2% | +152.9% | -130.7% | -42.5% |
| All | +88.0% | +158.1% | -70.1% | -20.7% |
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