+2.1%
AAL vs MSFU
-18.4%
+20.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.2% | +5.4% | +1.6% |
| 7D | -3.7% | -5.7% | +2.0% | -3.3% |
| 30D | -20.8% | +4.2% | -25.0% | -21.2% |
| 3M | -1.3% | +27.9% | -29.2% | -4.3% |
| 6M | +5.4% | +37.1% | -31.7% | +0.4% |
| YTD | -14.4% | -7.4% | -7.0% | -19.7% |
| 1Y | +2.1% | -19.6% | +21.7% | -4.8% |
| All | +2.1% | -18.4% | +20.5% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling