+93.3%
MSFU vs ACI
-30.9%
+124.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -1.7% |
| 7D | +2.5% | -2.2% | +4.7% | +2.6% |
| 30D | -1.3% | +10.3% | -11.6% | -1.7% |
| 3M | +8.6% | +7.2% | +1.5% | +8.3% |
| 6M | +48.4% | -18.0% | +66.4% | +49.8% |
| YTD | +1.6% | -22.0% | +23.6% | +2.3% |
| 1Y | -5.8% | -23.4% | +17.6% | -4.9% |
| 3Y | +30.9% | -35.8% | +66.8% | +35.2% |
| All | +93.3% | -30.9% | +124.2% | +106.4% |
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