+13.1%
ABT vs MSFU
+88.0%
-74.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | -1.3% | -2.8% | +1.5% | -1.1% |
| 30D | +6.0% | -5.3% | +11.3% | +6.3% |
| 3M | -1.9% | +7.2% | -9.1% | -2.3% |
| 6M | +31.2% | +51.0% | -19.8% | +27.8% |
| YTD | -11.2% | -1.2% | -10.0% | -11.5% |
| 1Y | -14.0% | -10.3% | -3.6% | -13.7% |
| 3Y | +20.7% | +22.2% | -1.6% | +13.5% |
| All | +13.1% | +88.0% | -74.9% | -5.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling