+43.5%
MSFU vs AIG
+9.4%
+34.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.6% | -5.4% | -4.7% |
| 7D | -12.7% | +1.4% | -14.1% | -12.7% |
| 30D | -9.0% | +6.6% | -15.6% | -8.8% |
| 3M | +2.9% | +7.9% | -4.9% | +3.1% |
| 6M | +43.5% | +10.4% | +33.2% | +41.8% |
| All | +43.5% | +9.4% | +34.2% | +41.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling