+180.4%
AG vs MSFU
+70.7%
+109.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.3% |
| 7D | -0.1% | -2.3% | +2.2% | +0.4% |
| 30D | +12.5% | -6.3% | +18.7% | +13.9% |
| 3M | +28.2% | +40.0% | -11.8% | +15.8% |
| 6M | -18.8% | +30.1% | -48.9% | -26.0% |
| YTD | +27.4% | -10.3% | +37.7% | +27.6% |
| 1Y | +132.2% | -19.0% | +151.2% | +138.8% |
| 3Y | +286.9% | +25.8% | +261.1% | +233.7% |
| All | +180.4% | +70.7% | +109.7% | +125.3% |
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