+258.9%
AMAT vs MSFU
+97.0%
+161.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -7.4% | -6.2% | -11.5% |
| 7D | -24.3% | +1.0% | -25.3% | -24.6% |
| 30D | -39.8% | +0.6% | -40.4% | -39.9% |
| 3M | -40.2% | +16.4% | -56.6% | -43.3% |
| 6M | -22.1% | +53.0% | -75.1% | -34.1% |
| YTD | +24.7% | +3.5% | +21.2% | +19.5% |
| 1Y | +33.3% | -7.8% | +41.1% | +34.3% |
| 3Y | +133.9% | +35.6% | +98.3% | +81.5% |
| All | +258.9% | +97.0% | +161.9% | +116.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling