-13.6%
MSFU vs ACGL
+20.5%
-34.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | -4.9% | -1.2% | -3.7% | -5.2% |
| 30D | -9.1% | +12.8% | -21.9% | -5.7% |
| 3M | +8.7% | +12.3% | -3.6% | +12.6% |
| 6M | +48.3% | +15.8% | +32.4% | +53.7% |
| YTD | -1.6% | +13.9% | -15.5% | +0.5% |
| 1Y | -13.6% | +19.0% | -32.6% | -12.1% |
| All | -13.6% | +20.5% | -34.1% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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