+348.2%
AEM vs MSFU
+29.4%
+318.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.2% |
| 7D | +4.3% | -3.2% | +7.5% | +4.6% |
| 30D | +13.1% | -3.1% | +16.3% | +13.4% |
| 3M | +24.8% | +35.3% | -10.5% | +20.8% |
| 6M | -8.2% | +31.6% | -39.8% | -11.3% |
| YTD | +19.8% | -9.5% | +29.4% | +19.3% |
| 1Y | +32.1% | -18.4% | +50.5% | +32.2% |
| 3Y | +348.2% | +26.9% | +321.3% | +341.6% |
| All | +348.2% | +29.4% | +318.8% | +341.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling