+72.2%
MSFU vs ALB
-48.5%
+120.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -4.9% | -2.8% |
| 7D | -3.2% | -4.4% | +1.2% | -2.4% |
| 30D | -3.1% | -1.2% | -2.0% | -3.1% |
| 3M | +35.3% | -13.3% | +48.6% | +38.1% |
| 6M | +31.6% | -19.8% | +51.3% | +34.7% |
| YTD | -9.5% | -7.9% | -1.6% | -10.6% |
| 1Y | -18.4% | +60.2% | -78.6% | -29.4% |
| 3Y | +26.9% | -26.4% | +53.4% | +22.0% |
| All | +72.2% | -48.5% | +120.7% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling