+87.3%
MSFU vs ALLE
+112.0%
-24.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.0% |
| 7D | -4.9% | +1.6% | -6.5% | -5.5% |
| 30D | -9.1% | +24.1% | -33.2% | -16.6% |
| 3M | +8.7% | +14.8% | -6.1% | +2.8% |
| 6M | +48.3% | +45.9% | +2.4% | +25.6% |
| YTD | -1.6% | +20.7% | -22.4% | -10.1% |
| 1Y | -13.6% | +14.2% | -27.8% | -18.7% |
| 3Y | +20.2% | +90.7% | -70.5% | -21.2% |
| All | +87.3% | +112.0% | -24.7% | +11.5% |
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