+70.7%
MSFU vs AIG
+58.3%
+12.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | -2.3% | -1.4% | -0.9% | -1.8% |
| 30D | -6.3% | -3.3% | -2.9% | -5.1% |
| 3M | +40.0% | +2.2% | +37.8% | +38.4% |
| 6M | +30.1% | -2.1% | +32.2% | +30.4% |
| YTD | -10.3% | -11.2% | +0.9% | -7.0% |
| 1Y | -19.0% | -2.1% | -16.9% | -19.9% |
| 3Y | +25.8% | +34.4% | -8.6% | +8.3% |
| All | +70.7% | +58.3% | +12.4% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling