+12.6%
AGG vs MSFU
+24.6%
-12.0%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -0.9% | -6.9% | +6.0% | -0.9% |
| 30D | -1.0% | -5.1% | +4.2% | -1.0% |
| 3M | -1.3% | +44.6% | -45.9% | -1.4% |
| 6M | -2.1% | +32.8% | -34.9% | -2.2% |
| YTD | -1.2% | -10.1% | +8.8% | -1.3% |
| 1Y | -0.5% | -19.4% | +18.9% | -0.5% |
| All | +12.6% | +24.6% | -12.0% | +12.0% |
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