+93.3%
MSFU vs ACGL
+150.5%
-57.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.1% | -1.3% |
| 7D | +2.5% | +0.9% | +1.6% | +2.3% |
| 30D | -1.3% | +13.7% | -15.0% | -3.9% |
| 3M | +8.6% | +8.0% | +0.6% | +6.9% |
| 6M | +48.4% | +13.3% | +35.1% | +43.8% |
| YTD | +1.6% | +11.8% | -10.3% | -1.8% |
| 1Y | -5.8% | +22.2% | -28.0% | -11.3% |
| 3Y | +30.9% | +32.5% | -1.5% | +19.5% |
| All | +93.3% | +150.5% | -57.2% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling