+85.8%
MSFU vs ALK
-6.7%
+92.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.2% | -3.5% | -4.4% |
| 7D | -12.7% | +2.6% | -15.2% | -13.2% |
| 30D | -9.0% | +7.8% | -16.8% | -10.8% |
| 3M | +2.9% | -15.2% | +18.2% | +7.0% |
| 6M | +43.5% | +5.0% | +38.5% | +40.2% |
| YTD | -2.4% | -18.4% | +16.0% | +0.3% |
| 1Y | -13.5% | -2.4% | -11.1% | -15.8% |
| 3Y | +19.2% | +19.8% | -0.5% | +0.9% |
| All | +85.8% | -6.7% | +92.5% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling