+87.3%
MSFU vs ALC
+9.5%
+77.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.2% |
| 7D | -4.9% | -6.2% | +1.2% | -2.2% |
| 30D | -9.1% | +14.0% | -23.1% | -14.0% |
| 3M | +8.7% | -2.4% | +11.1% | +9.9% |
| 6M | +48.3% | +12.6% | +35.7% | +40.8% |
| YTD | -1.6% | -8.4% | +6.8% | +1.1% |
| 1Y | -13.6% | -9.1% | -4.5% | -11.1% |
| 3Y | +20.2% | -0.3% | +20.5% | +10.9% |
| All | +87.3% | +9.5% | +77.8% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling