-19.6%
MSFU vs ALLY
+9.5%
-29.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.5% | -4.3% |
| 7D | -5.7% | +3.7% | -9.4% | -6.9% |
| 30D | +4.2% | -2.3% | +6.4% | +5.1% |
| 3M | +27.9% | +3.8% | +24.1% | +26.5% |
| 6M | +37.1% | +9.7% | +27.4% | +31.9% |
| YTD | -7.4% | -1.4% | -6.0% | -8.3% |
| 1Y | -19.6% | +8.2% | -27.8% | -22.3% |
| All | -19.6% | +9.5% | -29.1% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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