+93.3%
MSFU vs ALLE
+106.8%
-13.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -0.9% | -1.5% |
| 7D | +2.5% | -0.6% | +3.0% | +2.7% |
| 30D | -1.3% | +25.3% | -26.6% | -10.0% |
| 3M | +8.6% | +10.3% | -1.6% | +4.3% |
| 6M | +48.4% | +38.0% | +10.4% | +28.8% |
| YTD | +1.6% | +17.8% | -16.2% | -6.4% |
| 1Y | -5.8% | +13.6% | -19.4% | -11.6% |
| 3Y | +30.9% | +89.2% | -58.3% | -14.4% |
| All | +93.3% | +106.8% | -13.4% | +16.1% |
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