+203.0%
AMAT vs MSFU
+32.9%
+170.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.2% | +8.5% | +5.2% |
| 7D | -1.5% | -5.7% | +4.2% | -0.3% |
| 30D | -14.8% | +4.2% | -19.0% | -16.0% |
| 3M | -9.3% | +27.9% | -37.2% | -15.0% |
| 6M | +27.4% | +37.1% | -9.7% | +13.9% |
| YTD | +77.6% | -7.4% | +84.9% | +80.1% |
| 1Y | +188.9% | -19.6% | +208.5% | +208.7% |
| All | +203.0% | +32.9% | +170.2% | +153.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling