-19.6%
MSFU vs AIG
-4.5%
-15.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.3% | -4.2% |
| 7D | -5.7% | -0.9% | -4.8% | -5.7% |
| 30D | +4.2% | -4.9% | +9.1% | +3.8% |
| 3M | +27.9% | +4.5% | +23.4% | +27.6% |
| 6M | +37.1% | -1.4% | +38.6% | +36.2% |
| YTD | -7.4% | -9.8% | +2.4% | -7.5% |
| 1Y | -19.6% | -4.5% | -15.1% | -18.2% |
| All | -19.6% | -4.5% | -15.1% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling