+93.3%
MSFU vs ALM
+568.3%
-475.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.0% |
| 7D | +2.5% | -6.7% | +9.1% | +2.9% |
| 30D | -1.3% | -32.9% | +31.6% | +0.9% |
| 3M | +8.6% | -39.5% | +48.1% | +11.3% |
| 6M | +48.4% | -62.0% | +110.4% | +54.5% |
| YTD | +1.6% | -7.8% | +9.4% | +0.4% |
| 1Y | -5.8% | +26.7% | -32.4% | -8.4% |
| 3Y | +30.9% | +825.4% | -794.4% | +18.4% |
| All | +93.3% | +568.3% | -475.0% | +76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling