+76.3%
MSFU vs ACM
-3.5%
+79.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.0% |
| 7D | -5.7% | -3.7% | -1.9% | -3.9% |
| 30D | +4.2% | -11.1% | +15.3% | +9.9% |
| 3M | +27.9% | -8.0% | +35.9% | +32.0% |
| 6M | +37.1% | -29.7% | +66.8% | +63.0% |
| YTD | -7.4% | -29.4% | +22.0% | +8.3% |
| 1Y | -19.6% | -46.4% | +26.8% | +11.6% |
| 3Y | +33.2% | -22.3% | +55.5% | +40.0% |
| All | +76.3% | -3.5% | +79.9% | +49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling