-13.6%
MSFU vs ALB
-9.0%
-4.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | -4.9% | -3.6% | -1.3% | -4.4% |
| 30D | -9.1% | -2.9% | -6.2% | -8.9% |
| 3M | +8.7% | -25.8% | +34.5% | +11.9% |
| 6M | +48.3% | -53.6% | +101.9% | +58.2% |
| YTD | -1.6% | -32.4% | +30.8% | -1.3% |
| 1Y | -13.6% | -13.0% | -0.6% | -14.7% |
| All | -13.6% | -9.0% | -4.6% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling