+70.7%
MSFU vs AGI
+435.8%
-365.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.2% |
| 7D | -2.3% | +2.2% | -4.6% | -2.7% |
| 30D | -6.3% | +11.3% | -17.5% | -8.4% |
| 3M | +40.0% | +5.6% | +34.3% | +37.9% |
| 6M | +30.1% | -27.7% | +57.8% | +37.9% |
| YTD | -10.3% | -4.1% | -6.2% | -11.1% |
| 1Y | -19.0% | +13.8% | -32.8% | -22.9% |
| 3Y | +25.8% | +217.0% | -191.2% | -11.1% |
| All | +70.7% | +435.8% | -365.1% | -9.5% |
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