-3.5%
MSFU vs ALM
+44.8%
-48.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +1.2% | +12.3% | +13.4% |
| 7D | +8.2% | -6.4% | +14.6% | +8.9% |
| 30D | +10.2% | -35.0% | +45.2% | +14.4% |
| 3M | +22.9% | -33.8% | +56.7% | +26.3% |
| 6M | +63.2% | -55.0% | +118.2% | +70.2% |
| YTD | +11.7% | -0.2% | +12.0% | +0.2% |
| 1Y | -3.5% | +41.8% | -45.3% | -21.5% |
| All | -3.5% | +44.8% | -48.3% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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