+103.9%
MSFU vs ACM
+2.3%
+101.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.2% | +0.3% | +2.8% |
| 7D | +14.6% | +6.9% | +7.7% | +11.1% |
| 30D | +2.1% | +19.1% | -16.9% | -6.4% |
| 3M | +14.7% | -6.9% | +21.6% | +18.2% |
| 6M | +55.7% | -12.0% | +67.7% | +64.1% |
| YTD | +7.1% | -25.1% | +32.2% | +21.6% |
| 1Y | -0.5% | -45.4% | +44.9% | +38.4% |
| 3Y | +35.7% | -6.9% | +42.6% | +26.6% |
| All | +103.9% | +2.3% | +101.6% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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