+9.3%
ABT vs MSFU
+72.2%
-62.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.5% |
| 7D | -3.1% | -3.2% | 0.0% | -3.0% |
| 30D | -2.1% | -3.1% | +1.0% | -2.0% |
| 3M | +17.4% | +35.3% | -17.8% | +15.3% |
| 6M | -2.4% | +31.6% | -34.0% | -4.3% |
| YTD | -14.2% | -9.5% | -4.7% | -14.0% |
| 1Y | -18.3% | -18.4% | +0.1% | -17.6% |
| 3Y | +11.5% | +26.9% | -15.4% | +2.8% |
| All | +9.3% | +72.2% | -62.9% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling