+30.2%
MSFU vs ALC
-13.3%
+43.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.2% | -2.0% | -3.5% |
| 7D | -5.7% | -2.1% | -3.6% | -5.1% |
| 30D | +4.2% | -0.1% | +4.3% | +4.2% |
| 3M | +27.9% | +5.9% | +22.0% | +25.8% |
| 6M | +37.1% | -15.9% | +53.0% | +43.9% |
| YTD | -7.4% | -10.1% | +2.7% | -5.0% |
| 1Y | -19.6% | -10.2% | -9.4% | -17.9% |
| All | +30.2% | -13.3% | +43.5% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling