-3.9%
MSFU vs ALM
+21.0%
-25.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.1% | -2.6% | +4.6% |
| 7D | +14.6% | +0.7% | +13.8% | +14.5% |
| 30D | +2.1% | -26.1% | +28.2% | +4.9% |
| 3M | +14.7% | -38.1% | +52.8% | +18.7% |
| 6M | +55.7% | -55.4% | +111.1% | +63.0% |
| YTD | +7.1% | -0.4% | +7.5% | -4.5% |
| All | -3.9% | +21.0% | -25.0% | -19.2% |
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