+408.0%
AMD vs MSFU
+97.0%
+311.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -7.4% | -9.9% | -14.0% |
| 7D | -28.6% | +1.0% | -29.6% | -28.7% |
| 30D | -37.7% | +0.6% | -38.3% | -37.6% |
| 3M | -16.1% | +16.4% | -32.5% | -22.0% |
| 6M | +13.8% | +53.0% | -39.2% | -10.8% |
| YTD | +88.8% | +3.5% | +85.3% | +75.1% |
| 1Y | +57.8% | -7.8% | +65.6% | +57.2% |
| 3Y | +260.3% | +35.6% | +224.7% | +154.4% |
| All | +408.0% | +97.0% | +311.0% | +167.7% |
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