+85.8%
MSFU vs ALLY
+38.7%
+47.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.6% | -6.3% | -5.4% |
| 7D | -12.7% | -2.8% | -9.9% | -11.7% |
| 30D | -9.0% | +1.9% | -10.9% | -9.6% |
| 3M | +2.9% | -12.1% | +15.0% | +8.1% |
| 6M | +43.5% | -9.0% | +52.5% | +48.6% |
| YTD | -2.4% | -12.9% | +10.5% | +2.2% |
| 1Y | -13.5% | -0.1% | -13.4% | -14.1% |
| 3Y | +19.2% | +64.6% | -45.4% | -5.2% |
| All | +85.8% | +38.7% | +47.0% | +62.8% |
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