+376.6%
AEM vs MSFU
+85.8%
+290.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.8% | +2.4% | -1.7% |
| 7D | +1.4% | -12.7% | +14.0% | +3.2% |
| 30D | -1.2% | -9.0% | +7.8% | 0.0% |
| 3M | +2.5% | +2.9% | -0.4% | +2.0% |
| 6M | -5.1% | +43.5% | -48.6% | -10.3% |
| YTD | +10.4% | -2.4% | +12.8% | +9.0% |
| 1Y | +11.8% | -13.5% | +25.3% | +12.1% |
| 3Y | +315.6% | +19.2% | +296.4% | +281.6% |
| All | +376.6% | +85.8% | +290.8% | +290.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 10y: compounded portfolio wealth divided by compounded MSFU 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…
10y analysis · Full analysis span regression · 6 months rolling