-14.3%
MSFU vs ALLE
+14.9%
-29.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.8% | -5.6% | -4.7% |
| 7D | -12.7% | -0.8% | -11.8% | -12.8% |
| 30D | -9.0% | +27.4% | -36.4% | -6.5% |
| 3M | +2.9% | +13.8% | -10.9% | +4.5% |
| 6M | +43.5% | +45.5% | -2.0% | +52.2% |
| YTD | -2.4% | +21.4% | -23.8% | +2.7% |
| All | -14.3% | +14.9% | -29.2% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling