+72.2%
MSFU vs AEIS
+239.2%
-167.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.8% | -5.1% | -3.0% |
| 7D | -3.2% | +8.1% | -11.3% | -5.1% |
| 30D | -3.1% | -11.1% | +8.0% | -0.9% |
| 3M | +35.3% | -5.6% | +40.9% | +31.4% |
| 6M | +31.6% | -0.6% | +32.2% | +20.9% |
| YTD | -9.5% | +38.0% | -47.6% | -30.0% |
| 1Y | -18.4% | +87.2% | -105.6% | -47.0% |
| 3Y | +26.9% | +179.7% | -152.8% | -37.3% |
| All | +72.2% | +239.2% | -167.0% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling