+85.8%
MSFU vs AGI
+335.7%
-250.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.8% | -2.0% | -4.1% |
| 7D | -12.7% | 0.0% | -12.7% | -12.7% |
| 30D | -9.0% | -7.6% | -1.4% | -7.7% |
| 3M | +2.9% | -10.2% | +13.1% | +4.7% |
| 6M | +43.5% | -31.5% | +75.0% | +54.0% |
| YTD | -2.4% | -22.0% | +19.6% | +0.6% |
| 1Y | -13.5% | -7.9% | -5.6% | -13.8% |
| 3Y | +19.2% | +137.6% | -118.4% | -9.8% |
| All | +85.8% | +335.7% | -250.0% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling