+18.5%
ALNY vs MSFU
+71.2%
-52.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.1% |
| 7D | -6.4% | -6.9% | +0.5% | -5.9% |
| 30D | +11.9% | -5.1% | +17.0% | +12.3% |
| 3M | -15.0% | +44.6% | -59.6% | -18.5% |
| 6M | -23.2% | +32.8% | -56.0% | -26.2% |
| YTD | -37.8% | -10.1% | -27.7% | -35.3% |
| 1Y | -47.3% | -19.4% | -27.9% | -43.9% |
| 3Y | +22.9% | +26.2% | -3.3% | +11.0% |
| All | +18.5% | +71.2% | -52.7% | -7.8% |
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