+76.3%
MSFU vs ALB
-49.8%
+126.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.4% | +0.3% | -3.3% |
| 7D | -5.7% | -8.1% | +2.4% | -4.2% |
| 30D | +4.2% | +6.3% | -2.1% | +2.8% |
| 3M | +27.9% | -23.6% | +51.5% | +33.8% |
| 6M | +37.1% | -24.6% | +61.7% | +42.1% |
| YTD | -7.4% | -10.3% | +2.9% | -8.0% |
| 1Y | -19.6% | +61.5% | -81.1% | -30.7% |
| 3Y | +33.2% | -34.0% | +67.2% | +32.1% |
| All | +76.3% | -49.8% | +126.1% | +96.3% |
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