+316.5%
AMAT vs MSFU
+88.0%
+228.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.9% |
| 7D | +11.4% | -2.8% | +14.1% | +12.2% |
| 30D | -17.0% | -5.3% | -11.7% | -15.8% |
| 3M | -30.6% | +7.2% | -37.9% | -32.5% |
| 6M | -14.9% | +51.0% | -65.9% | -28.0% |
| YTD | +44.7% | -1.2% | +45.9% | +40.4% |
| 1Y | +66.9% | -10.3% | +77.2% | +68.7% |
| 3Y | +153.3% | +22.2% | +131.1% | +104.8% |
| All | +316.5% | +88.0% | +228.5% | +154.4% |
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