-13.5%
MSFU vs ALM
+14.6%
-28.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -5.0% | -4.8% |
| 7D | -12.7% | -7.2% | -5.5% | -11.9% |
| 30D | -9.0% | -26.4% | +17.4% | -6.3% |
| 3M | +2.9% | -38.6% | +41.5% | +6.8% |
| 6M | +43.5% | -61.0% | +104.5% | +53.0% |
| YTD | -2.4% | -7.4% | +5.0% | -12.4% |
| 1Y | -13.5% | +14.0% | -27.5% | -26.8% |
| All | -13.5% | +14.6% | -28.1% | -26.8% |
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