+244.1%
AG vs MSFU
+34.7%
+209.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.5% | -0.8% | +3.4% |
| 7D | +10.8% | +14.6% | -3.8% | +7.4% |
| 30D | -8.2% | +2.1% | -10.3% | -8.7% |
| 3M | -13.7% | +14.7% | -28.3% | -16.6% |
| 6M | -27.3% | +55.7% | -82.9% | -35.5% |
| YTD | -4.6% | +7.1% | -11.7% | -7.7% |
| 1Y | +39.4% | -0.5% | +39.9% | +37.3% |
| 3Y | +244.1% | +35.7% | +208.4% | +211.8% |
| All | +244.1% | +34.7% | +209.4% | +211.8% |
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 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