+93.3%
MSFU vs ABCL
+13.3%
+80.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.7% | -8.6% | -2.7% |
| 7D | +2.5% | -3.2% | +5.6% | +2.9% |
| 30D | -1.3% | -7.4% | +6.1% | -0.4% |
| 3M | +8.6% | +81.9% | -73.3% | -0.6% |
| 6M | +48.4% | +135.7% | -87.3% | +30.0% |
| YTD | +1.6% | +247.4% | -245.8% | -16.1% |
| 1Y | -5.8% | +162.3% | -168.0% | -19.9% |
| 3Y | +30.9% | +165.5% | -134.5% | +3.8% |
| All | +93.3% | +13.3% | +80.1% | +84.4% |
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