+95.0%
MSFU vs ALLY
+36.5%
+58.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.1% | -3.5% |
| 7D | +4.0% | -0.7% | +4.7% | +4.6% |
| 30D | -2.3% | +1.1% | -3.5% | -2.7% |
| 3M | +7.1% | -13.2% | +20.3% | +13.1% |
| 6M | +48.9% | -13.5% | +62.4% | +57.1% |
| YTD | +2.4% | -14.3% | +16.7% | +8.0% |
| 1Y | -8.1% | -1.1% | -6.9% | -8.3% |
| 3Y | +25.2% | +62.0% | -36.8% | +0.2% |
| All | +95.0% | +36.5% | +58.5% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling