+88.0%
MSFU vs ALLY
+38.9%
+49.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | -2.8% | +0.4% | -3.1% | -2.9% |
| 30D | -5.3% | +5.2% | -10.5% | -7.1% |
| 3M | +7.2% | -13.3% | +20.6% | +13.2% |
| 6M | +51.0% | -6.7% | +57.6% | +54.9% |
| YTD | -1.2% | -12.8% | +11.6% | +3.4% |
| 1Y | -10.3% | +0.7% | -11.0% | -11.2% |
| 3Y | +22.2% | +65.2% | -43.0% | -2.9% |
| All | +88.0% | +38.9% | +49.2% | +64.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling