-19.6%
MSFU vs EIX
+7.5%
-27.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.8% | -5.0% | -4.0% |
| 7D | -5.7% | -19.1% | +13.4% | -8.8% |
| 30D | +4.2% | -16.9% | +21.1% | +2.2% |
| 3M | +27.9% | -20.0% | +47.9% | +23.5% |
| 6M | +37.1% | -21.3% | +58.4% | +32.9% |
| YTD | -7.4% | -1.7% | -5.7% | -8.5% |
| 1Y | -19.6% | +9.6% | -29.2% | -21.9% |
| All | -19.6% | +7.5% | -27.1% | -21.9% |
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