+207.4%
ALAB vs MSFU
+3.7%
+203.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.9% | +8.1% | +7.1% |
| 7D | -26.3% | +2.5% | -28.7% | -27.1% |
| 30D | -50.1% | -1.3% | -48.8% | -49.6% |
| 3M | -42.5% | +8.6% | -51.1% | -44.9% |
| 6M | -10.8% | +48.4% | -59.2% | -29.7% |
| YTD | +14.6% | +1.6% | +13.1% | +9.2% |
| 1Y | +17.1% | -5.8% | +22.9% | +16.8% |
| All | +207.4% | +3.7% | +203.8% | +161.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling