+71.2%
MSFU vs AGI
+418.1%
-346.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +1.0% |
| 7D | -6.9% | -5.3% | -1.7% | -5.9% |
| 30D | -5.1% | +6.8% | -11.9% | -6.6% |
| 3M | +44.6% | +8.3% | +36.3% | +41.7% |
| 6M | +32.8% | -29.2% | +62.0% | +41.3% |
| YTD | -10.1% | -7.3% | -2.8% | -10.3% |
| 1Y | -19.4% | +8.0% | -27.4% | -22.4% |
| 3Y | +26.2% | +206.6% | -180.4% | -10.2% |
| All | +71.2% | +418.1% | -346.9% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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