+73.2%
MSFU vs AJG
+38.1%
+35.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.4% | +1.5% |
| 7D | -1.8% | -8.3% | +6.5% | +1.0% |
| 30D | +0.5% | -5.7% | +6.2% | +2.4% |
| 3M | +51.9% | +9.1% | +42.8% | +45.0% |
| 6M | +35.0% | +15.2% | +19.7% | +26.1% |
| YTD | -9.0% | -6.3% | -2.7% | -8.9% |
| 1Y | -18.8% | -19.1% | +0.3% | -13.6% |
| 3Y | +25.5% | +8.2% | +17.3% | +7.4% |
| All | +73.2% | +38.1% | +35.1% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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