+93.3%
MSFU vs EIX
+10.9%
+82.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.5% |
| 7D | +2.5% | +1.0% | +1.5% | +2.4% |
| 30D | -1.3% | +9.1% | -10.4% | -2.4% |
| 3M | +8.6% | -10.2% | +18.9% | +9.6% |
| 6M | +48.4% | -11.2% | +59.6% | +48.7% |
| YTD | +1.6% | +4.5% | -2.9% | -3.7% |
| 1Y | -5.8% | +10.9% | -16.6% | -12.5% |
| 3Y | +30.9% | +8.4% | +22.5% | +13.2% |
| All | +93.3% | +10.9% | +82.5% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling