+97.0%
MSFU vs ALLE
+108.7%
-11.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.9% | -4.5% | -6.3% |
| 7D | +1.0% | 0.0% | +1.0% | +1.1% |
| 30D | +0.6% | +20.6% | -20.0% | -6.8% |
| 3M | +16.4% | +11.4% | +5.0% | +11.3% |
| 6M | +53.0% | +42.5% | +10.4% | +30.9% |
| YTD | +3.5% | +18.9% | -15.4% | -5.0% |
| 1Y | -7.8% | +14.2% | -22.0% | -13.6% |
| 3Y | +35.6% | +90.7% | -55.1% | -11.6% |
| All | +97.0% | +108.7% | -11.7% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling