+85.8%
MSFU vs ALM
+571.6%
-485.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -5.0% | -4.8% |
| 7D | -12.7% | -7.2% | -5.5% | -12.2% |
| 30D | -9.0% | -26.4% | +17.4% | -7.4% |
| 3M | +2.9% | -38.6% | +41.5% | +5.4% |
| 6M | +43.5% | -61.0% | +104.5% | +49.3% |
| YTD | -2.4% | -7.4% | +5.0% | -3.6% |
| 1Y | -13.5% | +14.0% | -27.5% | -15.5% |
| 3Y | +19.2% | +844.4% | -825.2% | +7.8% |
| All | +85.8% | +571.6% | -485.8% | +69.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling