+80.7%
AG vs MSFU
+88.0%
-7.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | -10.0% | -2.8% | -7.2% | -9.3% |
| 30D | -10.5% | -5.3% | -5.2% | -9.3% |
| 3M | -27.3% | +7.2% | -34.5% | -28.7% |
| 6M | -43.0% | +51.0% | -94.0% | -49.6% |
| YTD | -17.9% | -1.2% | -16.7% | -19.7% |
| 1Y | +11.9% | -10.3% | +22.2% | +12.2% |
| 3Y | +201.8% | +22.2% | +179.6% | +164.5% |
| All | +80.7% | +88.0% | -7.3% | +41.7% |
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