+85.8%
MSFU vs ACI
-29.7%
+115.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.4% | -3.4% | -4.7% |
| 7D | -12.7% | -5.3% | -7.4% | -12.4% |
| 30D | -9.0% | +5.0% | -14.0% | -9.2% |
| 3M | +2.9% | +7.5% | -4.6% | +2.6% |
| 6M | +43.5% | -16.0% | +59.6% | +44.7% |
| YTD | -2.4% | -20.6% | +18.2% | -1.8% |
| 1Y | -13.5% | -23.5% | +10.1% | -12.5% |
| 3Y | +19.2% | -32.1% | +51.4% | +20.8% |
| All | +85.8% | -29.7% | +115.4% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling