+43.3%
AMAT vs MSFU
-9.0%
+52.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +4.3% |
| 7D | -14.7% | +2.5% | -17.2% | -14.5% |
| 30D | -36.1% | -1.3% | -34.8% | -35.9% |
| 3M | -36.9% | +8.6% | -45.5% | -36.6% |
| 6M | -22.2% | +48.4% | -70.6% | -20.8% |
| YTD | +29.9% | +1.6% | +28.4% | +34.6% |
| 1Y | +43.3% | -5.8% | +49.0% | +51.3% |
| All | +43.3% | -9.0% | +52.3% | +51.3% |
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