+59.3%
AMAT vs MSFU
-6.0%
+65.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.9% | +0.7% |
| 7D | -2.5% | +4.0% | -6.5% | -2.3% |
| 30D | -26.5% | -2.3% | -24.2% | -26.4% |
| 3M | -28.6% | +7.1% | -35.7% | -28.2% |
| 6M | -14.2% | +48.9% | -63.2% | -12.6% |
| YTD | +45.5% | +2.4% | +43.0% | +50.5% |
| 1Y | +59.3% | -8.1% | +67.4% | +69.3% |
| All | +59.3% | -6.0% | +65.3% | +69.3% |
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