+25.2%
MSFU vs AIG
+39.5%
-14.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.4% | -7.7% | -5.2% |
| 7D | +4.0% | +2.2% | +1.8% | +3.5% |
| 30D | -2.3% | +6.9% | -9.2% | -4.2% |
| 3M | +7.1% | +6.8% | +0.3% | +5.0% |
| 6M | +48.9% | +9.2% | +39.7% | +44.4% |
| YTD | +2.4% | -1.9% | +4.4% | +3.0% |
| 1Y | -8.1% | +9.7% | -17.7% | -12.3% |
| 3Y | +25.2% | +37.9% | -12.7% | +15.6% |
| All | +25.2% | +39.5% | -14.3% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling