+103.9%
MSFU vs ALB
-60.5%
+164.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.5% |
| 7D | +14.6% | +9.5% | +5.1% | +12.6% |
| 30D | +2.1% | -2.1% | +4.2% | +2.4% |
| 3M | +14.7% | -24.1% | +38.8% | +20.5% |
| 6M | +55.7% | -51.0% | +106.7% | +76.7% |
| YTD | +7.1% | -29.3% | +36.4% | +11.2% |
| 1Y | -0.5% | +3.2% | -3.7% | -5.1% |
| 3Y | +35.7% | -9.3% | +45.1% | +19.2% |
| All | +103.9% | -60.5% | +164.3% | +137.1% |
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