-13.6%
MSFU vs ACI
-22.6%
+9.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.9% |
| 7D | -4.9% | -0.5% | -4.5% | -4.9% |
| 30D | -9.1% | +4.9% | -14.0% | -8.6% |
| 3M | +8.7% | +11.1% | -2.4% | +9.8% |
| 6M | +48.3% | -14.9% | +63.2% | +44.1% |
| YTD | -1.6% | -19.6% | +18.0% | -6.6% |
| 1Y | -13.6% | -22.7% | +9.1% | -16.4% |
| All | -13.6% | -22.6% | +9.0% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling