-3.5%
MSFU vs EIX
+18.9%
-22.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +3.1% | +10.4% | +13.9% |
| 7D | +8.2% | +4.5% | +3.7% | +8.9% |
| 30D | +10.2% | +15.2% | -5.0% | +12.8% |
| 3M | +22.9% | -11.6% | +34.5% | +19.7% |
| 6M | +63.2% | -8.4% | +71.6% | +63.7% |
| YTD | +11.7% | +8.2% | +3.5% | +15.8% |
| 1Y | -3.5% | +16.6% | -20.1% | +2.9% |
| All | -3.5% | +18.9% | -22.4% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 1y: compounded portfolio wealth divided by compounded EIX 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…
1y analysis · Full analysis span regression · 6 months rolling