+66.8%
AA vs MSFU
+21.3%
+45.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.8% |
| 7D | +0.5% | -2.8% | +3.3% | +1.0% |
| 30D | -0.6% | -5.3% | +4.7% | +0.2% |
| 3M | -19.7% | +7.2% | -26.9% | -21.1% |
| 6M | -41.6% | +51.0% | -92.6% | -47.4% |
| YTD | -24.6% | -1.2% | -23.4% | -25.8% |
| 1Y | +4.9% | -10.3% | +15.2% | +6.2% |
| 3Y | +66.8% | +22.2% | +44.6% | +57.5% |
| All | +66.8% | +21.3% | +45.5% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 3y: compounded portfolio wealth divided by compounded MSFU 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…
3y analysis · Full analysis span regression · 6 months rolling