+13.9%
ABT vs MSFU
+85.8%
-71.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.7% | -0.8% |
| 7D | -5.4% | -12.7% | +7.3% | -4.7% |
| 30D | +8.0% | -9.0% | +17.0% | +8.4% |
| 3M | +0.2% | +2.9% | -2.7% | -0.1% |
| 6M | +34.1% | +43.5% | -9.4% | +31.1% |
| YTD | -10.6% | -2.4% | -8.2% | -10.9% |
| 1Y | -11.8% | -13.5% | +1.7% | -11.3% |
| 3Y | +23.9% | +19.2% | +4.7% | +16.8% |
| All | +13.9% | +85.8% | -71.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling