+10.5%
AGG vs MSFU
+88.0%
-77.5%
-7.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -1.5% | -2.8% | +1.3% | -1.5% |
| 30D | +0.6% | -5.3% | +6.0% | +0.7% |
| 3M | -1.6% | +7.2% | -8.9% | -1.8% |
| 6M | -1.6% | +51.0% | -52.6% | -2.2% |
| YTD | -1.5% | -1.2% | -0.3% | -1.6% |
| 1Y | -1.1% | -10.3% | +9.2% | -1.1% |
| 3Y | +13.6% | +22.2% | -8.6% | +12.3% |
| All | +10.5% | +88.0% | -77.5% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling