-10.3%
MSFU vs AIG
+8.7%
-19.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -2.8% | +6.6% | -9.3% | -2.1% |
| 30D | -5.3% | +7.0% | -12.3% | -4.6% |
| 3M | +7.2% | +9.7% | -2.5% | +8.4% |
| 6M | +51.0% | +10.8% | +40.2% | +52.6% |
| YTD | -1.2% | -1.3% | 0.0% | -4.3% |
| 1Y | -10.3% | +8.4% | -18.7% | -8.0% |
| All | -10.3% | +8.7% | -19.0% | -8.0% |
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