+400.4%
ALAB vs MSFU
-5.5%
+405.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -4.2% | +13.9% | +11.6% |
| 7D | +7.2% | -5.7% | +12.9% | +9.8% |
| 30D | -2.5% | +4.2% | -6.7% | -5.0% |
| 3M | -13.3% | +27.9% | -41.2% | -24.2% |
| 6M | +172.8% | +37.1% | +135.7% | +118.9% |
| YTD | +86.6% | -7.4% | +94.0% | +84.9% |
| 1Y | +65.2% | -19.6% | +84.8% | +78.1% |
| All | +400.4% | -5.5% | +405.9% | +342.6% |
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