-3.5%
MSFU vs ABCL
+138.2%
-141.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +0.8% | +12.7% | +13.3% |
| 7D | +8.2% | -10.0% | +18.1% | +9.9% |
| 30D | +10.2% | -10.9% | +21.1% | +11.8% |
| 3M | +22.9% | +101.6% | -78.8% | +7.3% |
| 6M | +63.2% | +167.5% | -104.3% | +32.8% |
| YTD | +11.7% | +259.1% | -247.3% | -18.5% |
| 1Y | -3.5% | +152.2% | -155.7% | -24.9% |
| All | -3.5% | +138.2% | -141.7% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling