+61.4%
AMAT vs MSFU
-2.2%
+63.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +13.5% | -16.7% | -3.3% |
| 7D | -11.2% | +8.2% | -19.4% | -11.2% |
| 30D | -31.9% | +10.2% | -42.1% | -31.9% |
| 3M | -32.3% | +22.9% | -55.2% | -32.2% |
| 6M | -5.4% | +63.2% | -68.6% | -4.0% |
| YTD | +44.3% | +11.7% | +32.5% | +49.1% |
| 1Y | +61.4% | -3.5% | +64.9% | +74.7% |
| All | +61.4% | -2.2% | +63.6% | +74.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling