+76.3%
MSFU vs ALLE
+74.6%
+1.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.0% | -5.2% | -4.6% |
| 7D | -5.7% | -0.2% | -5.5% | -5.6% |
| 30D | +4.2% | -6.8% | +11.0% | +7.2% |
| 3M | +27.9% | +21.0% | +6.9% | +17.1% |
| 6M | +37.1% | +1.1% | +36.0% | +35.7% |
| YTD | -7.4% | -0.5% | -6.8% | -8.5% |
| 1Y | -19.6% | -7.3% | -12.4% | -17.8% |
| 3Y | +33.2% | +42.3% | -9.1% | +1.6% |
| All | +76.3% | +74.6% | +1.7% | +13.5% |
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 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