-13.6%
MSFU vs ALM
+7.9%
-21.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.5% | +7.3% | +1.6% |
| 7D | -4.9% | -4.0% | -0.9% | -4.5% |
| 30D | -9.1% | -30.5% | +21.4% | -5.7% |
| 3M | +8.7% | -46.9% | +55.6% | +14.6% |
| 6M | +48.3% | -65.5% | +113.8% | +60.7% |
| YTD | -1.6% | -13.4% | +11.8% | -11.4% |
| 1Y | -13.6% | +9.8% | -23.4% | -27.6% |
| All | -13.6% | +7.9% | -21.5% | -27.6% |
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