-9.2%
MSFU vs ALLY
-1.5%
-7.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.1% | -3.3% |
| 7D | +4.0% | -0.7% | +4.7% | +4.7% |
| 30D | -2.3% | +1.1% | -3.5% | -2.6% |
| 3M | +7.1% | -13.2% | +20.3% | +13.6% |
| 6M | +48.9% | -13.5% | +62.4% | +58.0% |
| YTD | +2.4% | -14.3% | +16.7% | +6.5% |
| All | -9.2% | -1.5% | -7.7% | -4.8% |
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 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