+76.3%
MSFU vs ALLY
+57.0%
+19.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.5% | -4.3% |
| 7D | -5.7% | +3.7% | -9.4% | -7.0% |
| 30D | +4.2% | -2.3% | +6.4% | +5.0% |
| 3M | +27.9% | +3.8% | +24.1% | +26.1% |
| 6M | +37.1% | +9.7% | +27.4% | +31.8% |
| YTD | -7.4% | -1.4% | -6.0% | -7.4% |
| 1Y | -19.6% | +8.2% | -27.8% | -22.7% |
| 3Y | +33.2% | +66.5% | -33.3% | +5.3% |
| All | +76.3% | +57.0% | +19.3% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling