-18.4%
MSFU vs ALM
+347.8%
-366.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +8.8% | -11.1% | -3.0% |
| 7D | -3.2% | +8.4% | -11.6% | -3.8% |
| 30D | -3.1% | +34.8% | -38.0% | -5.7% |
| 3M | +35.3% | +16.2% | +19.0% | +31.6% |
| 6M | +31.6% | +2.1% | +29.5% | +27.2% |
| YTD | -9.5% | +117.0% | -126.5% | -19.6% |
| 1Y | -18.4% | +313.9% | -332.3% | -29.1% |
| All | -18.4% | +347.8% | -366.2% | -29.1% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling