+97.0%
MSFU vs ALK
-12.0%
+109.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.2% | -4.1% | -6.6% |
| 7D | +1.0% | +7.1% | -6.0% | -0.7% |
| 30D | +0.6% | -3.0% | +3.6% | +1.2% |
| 3M | +16.4% | -25.6% | +42.0% | +24.8% |
| 6M | +53.0% | +0.5% | +52.5% | +51.0% |
| YTD | +3.5% | -23.1% | +26.5% | +8.0% |
| 1Y | -7.8% | -7.5% | -0.3% | -9.2% |
| 3Y | +35.6% | +15.3% | +20.3% | +15.4% |
| All | +97.0% | -12.0% | +109.0% | +84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling