-19.6%
MSFU vs ALC
-10.2%
-9.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.2% | -2.0% | -3.8% |
| 7D | -5.7% | -2.1% | -3.6% | -5.3% |
| 30D | +4.2% | -0.1% | +4.3% | +4.4% |
| 3M | +27.9% | +5.9% | +22.0% | +27.3% |
| 6M | +37.1% | -15.9% | +53.0% | +37.8% |
| YTD | -7.4% | -10.1% | +2.7% | -7.2% |
| 1Y | -19.6% | -10.2% | -9.4% | -20.8% |
| All | -19.6% | -10.2% | -9.5% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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