+76.3%
MSFU vs ACI
-33.0%
+109.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.2% |
| 7D | -5.7% | +0.2% | -5.9% | -5.7% |
| 30D | +4.2% | +5.9% | -1.7% | +3.9% |
| 3M | +27.9% | -19.8% | +47.7% | +29.2% |
| 6M | +37.1% | -24.7% | +61.9% | +38.8% |
| YTD | -7.4% | -24.4% | +17.0% | -6.6% |
| 1Y | -19.6% | -31.5% | +11.9% | -17.8% |
| 3Y | +33.2% | -38.7% | +71.9% | +38.4% |
| All | +76.3% | -33.0% | +109.3% | +88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling