-3.9%
MSFU vs ACI
-23.2%
+19.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.5% | +5.5% |
| 7D | +14.6% | -5.9% | +20.5% | +14.1% |
| 30D | +2.1% | +7.2% | -5.1% | +2.7% |
| 3M | +14.7% | +8.8% | +5.8% | +15.7% |
| 6M | +55.7% | -17.2% | +72.8% | +51.0% |
| YTD | +7.1% | -21.3% | +28.4% | +1.7% |
| All | -3.9% | -23.2% | +19.3% | -8.5% |
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