+76.3%
MSFU vs ABCL
+9.0%
+67.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -4.0% |
| 7D | -5.7% | +0.7% | -6.4% | -5.8% |
| 30D | +4.2% | +93.1% | -88.9% | -5.2% |
| 3M | +27.9% | +79.4% | -51.5% | +16.6% |
| 6M | +37.1% | +214.9% | -177.8% | +15.9% |
| YTD | -7.4% | +234.2% | -241.6% | -22.9% |
| 1Y | -19.6% | +174.8% | -194.4% | -32.2% |
| 3Y | +33.2% | +104.5% | -71.3% | +10.3% |
| All | +76.3% | +9.0% | +67.4% | +69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling