+19.1%
ALNY vs MSFU
+73.2%
-54.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | +0.4% |
| 7D | -6.5% | -1.8% | -4.8% | -6.4% |
| 30D | +11.0% | +0.5% | +10.6% | +10.9% |
| 3M | -14.1% | +51.9% | -65.9% | -18.2% |
| 6M | -22.4% | +35.0% | -57.3% | -25.5% |
| YTD | -37.5% | -9.0% | -28.4% | -35.0% |
| 1Y | -46.9% | -18.8% | -28.1% | -43.6% |
| 3Y | +22.1% | +25.5% | -3.4% | +10.8% |
| All | +19.1% | +73.2% | -54.1% | -7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling