+88.0%
MSFU vs ALM
+576.5%
-488.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.7% | -7.4% | -0.1% |
| 7D | -2.8% | +1.2% | -4.0% | -2.9% |
| 30D | -5.3% | -19.3% | +14.0% | -4.2% |
| 3M | +7.2% | -40.6% | +47.9% | +10.0% |
| 6M | +51.0% | -57.9% | +108.9% | +56.4% |
| YTD | -1.2% | -6.7% | +5.5% | -2.5% |
| 1Y | -10.3% | +20.2% | -30.5% | -12.6% |
| 3Y | +22.2% | +879.4% | -857.2% | +10.3% |
| All | +88.0% | +576.5% | -488.5% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling