+279.0%
AG vs MSFU
+29.4%
+249.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.6% |
| 7D | +4.5% | -3.2% | +7.6% | +5.1% |
| 30D | +12.9% | -3.1% | +16.0% | +13.4% |
| 3M | +20.9% | +35.3% | -14.3% | +11.5% |
| 6M | -19.5% | +31.6% | -51.1% | -26.0% |
| YTD | +24.8% | -9.5% | +34.3% | +25.3% |
| 1Y | +120.2% | -18.4% | +138.7% | +126.5% |
| 3Y | +279.0% | +26.9% | +252.1% | +266.5% |
| All | +279.0% | +29.4% | +249.6% | +266.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling