+32.4%
MSFU vs AEIS
+157.5%
-125.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.4% | -6.6% | -4.6% |
| 7D | -5.7% | +3.0% | -8.7% | -6.2% |
| 30D | +4.2% | -14.6% | +18.8% | +6.8% |
| 3M | +27.9% | -12.4% | +40.3% | +26.7% |
| 6M | +37.1% | -15.0% | +52.1% | +33.3% |
| YTD | -7.4% | +34.3% | -41.7% | -25.6% |
| 1Y | -19.6% | +87.4% | -107.0% | -45.7% |
| All | +32.4% | +157.5% | -125.1% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling