+103.9%
MSFU vs ALLE
+112.5%
-8.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.8% | +2.7% | +4.4% |
| 7D | +14.6% | -0.6% | +15.2% | +15.0% |
| 30D | +2.1% | +26.6% | -24.5% | -7.1% |
| 3M | +14.7% | +13.2% | +1.5% | +9.1% |
| 6M | +55.7% | +42.9% | +12.8% | +33.2% |
| YTD | +7.1% | +21.0% | -13.9% | -2.3% |
| 1Y | -0.5% | +15.2% | -15.7% | -6.8% |
| 3Y | +35.7% | +95.6% | -59.9% | -12.5% |
| All | +103.9% | +112.5% | -8.6% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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