+93.3%
MSFU vs ALC
+14.3%
+79.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -0.9% |
| 7D | +2.5% | +4.9% | -2.4% | +0.5% |
| 30D | -1.3% | +19.0% | -20.2% | -8.5% |
| 3M | +8.6% | +7.8% | +0.9% | +5.1% |
| 6M | +48.4% | +14.6% | +33.8% | +39.6% |
| YTD | +1.6% | -4.4% | +6.0% | +2.4% |
| 1Y | -5.8% | +1.4% | -7.2% | -8.1% |
| 3Y | +30.9% | +2.5% | +28.4% | +19.8% |
| All | +93.3% | +14.3% | +79.1% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling