+87.3%
MSFU vs ABCL
+10.8%
+76.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.2% |
| 7D | -4.9% | +4.4% | -9.3% | -5.5% |
| 30D | -9.1% | -7.9% | -1.2% | -8.2% |
| 3M | +8.7% | +12.2% | -3.5% | +6.5% |
| 6M | +48.3% | +134.7% | -86.5% | +30.2% |
| YTD | -1.6% | +239.8% | -241.4% | -18.4% |
| 1Y | -13.6% | +192.7% | -206.3% | -27.2% |
| 3Y | +20.2% | +187.6% | -167.4% | -5.8% |
| All | +87.3% | +10.8% | +76.5% | +79.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling