+76.3%
MSFU vs EIX
+4.3%
+72.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.8% | -5.0% | -4.3% |
| 7D | -5.7% | -19.1% | +13.4% | -3.2% |
| 30D | +4.2% | -16.9% | +21.1% | +6.3% |
| 3M | +27.9% | -20.0% | +47.9% | +30.7% |
| 6M | +37.1% | -21.3% | +58.4% | +40.1% |
| YTD | -7.4% | -1.7% | -5.7% | -11.5% |
| 1Y | -19.6% | +9.6% | -29.2% | -26.0% |
| 3Y | +33.2% | -3.7% | +36.9% | +19.9% |
| All | +76.3% | +4.3% | +72.0% | +46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling