+33.4%
MSFU vs ABCL
+139.9%
-106.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -9.4% | +2.0% | -6.2% |
| 7D | +1.0% | -14.9% | +15.9% | +3.1% |
| 30D | +0.6% | -15.4% | +16.0% | +2.7% |
| 3M | +16.4% | +88.0% | -71.6% | +6.4% |
| 6M | +53.0% | +138.8% | -85.8% | +34.6% |
| YTD | +3.5% | +225.4% | -222.0% | -13.1% |
| 1Y | -7.8% | +137.3% | -145.2% | -20.4% |
| All | +33.4% | +139.9% | -106.5% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling