+88.0%
MSFU vs AFL
+134.8%
-46.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | -2.8% | +2.9% | -5.6% | -3.5% |
| 30D | -5.3% | +8.0% | -13.3% | -7.3% |
| 3M | +7.2% | +5.9% | +1.3% | +5.5% |
| 6M | +51.0% | +11.6% | +39.4% | +45.6% |
| YTD | -1.2% | +17.5% | -18.8% | -6.8% |
| 1Y | -10.3% | +13.3% | -23.6% | -14.2% |
| 3Y | +22.2% | +67.0% | -44.8% | -1.9% |
| All | +88.0% | +134.8% | -46.8% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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