+72.2%
MSFU vs EIX
+9.0%
+63.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.5% | -6.8% | -2.9% |
| 7D | -3.2% | +0.9% | -4.1% | -3.3% |
| 30D | -3.1% | -13.5% | +10.4% | -1.7% |
| 3M | +35.3% | -15.3% | +50.5% | +37.0% |
| 6M | +31.6% | -15.3% | +46.9% | +32.6% |
| YTD | -9.5% | +2.7% | -12.2% | -14.0% |
| 1Y | -18.4% | +17.4% | -35.9% | -26.0% |
| 3Y | +26.9% | -1.3% | +28.3% | +15.0% |
| All | +72.2% | +9.0% | +63.2% | +42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling