+72.2%
MSFU vs ACM
-4.3%
+76.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.9% |
| 7D | -3.2% | -0.3% | -2.9% | -3.0% |
| 30D | -3.1% | -12.9% | +9.8% | +3.2% |
| 3M | +35.3% | -6.4% | +41.6% | +38.2% |
| 6M | +31.6% | -29.2% | +60.8% | +55.8% |
| YTD | -9.5% | -29.9% | +20.4% | +6.3% |
| 1Y | -18.4% | -47.3% | +28.9% | +14.4% |
| 3Y | +26.9% | -19.6% | +46.6% | +29.4% |
| All | +72.2% | -4.3% | +76.6% | +46.2% |
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