+93.3%
MSFU vs ALB
-60.4%
+153.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.7% | -2.0% |
| 7D | +2.5% | +9.1% | -6.6% | +0.7% |
| 30D | -1.3% | -3.4% | +2.1% | -0.7% |
| 3M | +8.6% | -20.6% | +29.2% | +13.1% |
| 6M | +48.4% | -48.2% | +96.6% | +66.6% |
| YTD | +1.6% | -29.2% | +30.8% | +5.4% |
| 1Y | -5.8% | +10.0% | -15.8% | -11.3% |
| 3Y | +30.9% | -12.9% | +43.8% | +16.3% |
| All | +93.3% | -60.4% | +153.8% | +124.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling