+30.9%
MSFU vs ACM
-12.3%
+43.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +2.5% | +5.4% | -2.9% | +0.3% |
| 30D | -1.3% | +15.1% | -16.4% | -7.2% |
| 3M | +8.6% | -10.5% | +19.1% | +13.4% |
| 6M | +48.4% | -19.7% | +68.1% | +62.1% |
| YTD | +1.6% | -28.8% | +30.4% | +16.4% |
| 1Y | -5.8% | -47.9% | +42.1% | +30.5% |
| 3Y | +30.9% | -12.4% | +43.3% | +35.9% |
| All | +30.9% | -12.3% | +43.2% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling