+424.7%
AEM vs MSFU
+76.3%
+348.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | -0.6% |
| 7D | -0.5% | -5.7% | +5.2% | +0.2% |
| 30D | +24.0% | +4.2% | +19.8% | +23.3% |
| 3M | +16.1% | +27.9% | -11.8% | +11.7% |
| 6M | -11.6% | +37.1% | -48.7% | -16.3% |
| YTD | +21.5% | -7.4% | +28.9% | +20.9% |
| 1Y | +39.2% | -19.6% | +58.8% | +40.7% |
| 3Y | +347.4% | +33.2% | +314.2% | +297.0% |
| All | +424.7% | +76.3% | +348.3% | +332.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling