-8.1%
MSFU vs ACGL
+22.9%
-31.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.3% | -4.1% |
| 7D | +4.0% | +1.3% | +2.8% | +4.3% |
| 30D | -2.3% | +14.2% | -16.5% | +1.5% |
| 3M | +7.1% | +11.1% | -4.0% | +10.5% |
| 6M | +48.9% | +16.4% | +32.5% | +54.4% |
| YTD | +2.4% | +13.8% | -11.3% | +4.4% |
| 1Y | -8.1% | +21.6% | -29.6% | -7.1% |
| All | -8.1% | +22.9% | -31.0% | -7.1% |
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