+24.1%
MSFU vs AGI
+203.7%
-179.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.9% |
| 7D | -6.9% | -5.4% | -1.6% | -6.1% |
| 30D | -5.1% | +6.6% | -11.8% | -6.3% |
| 3M | +44.6% | +8.2% | +36.5% | +42.4% |
| 6M | +32.8% | -29.3% | +62.1% | +39.9% |
| YTD | -10.1% | -7.4% | -2.7% | -9.9% |
| 1Y | -19.4% | +7.9% | -27.3% | -21.2% |
| All | +24.1% | +203.7% | -179.6% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling