+60.4%
AMGN vs MSFU
-18.4%
+78.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -1.7% |
| 7D | +1.1% | -5.7% | +6.8% | +1.0% |
| 30D | +7.8% | +4.2% | +3.7% | +8.0% |
| 3M | +27.3% | +27.9% | -0.7% | +27.5% |
| 6M | +16.8% | +37.1% | -20.3% | +17.2% |
| YTD | +36.3% | -7.4% | +43.7% | +36.3% |
| 1Y | +60.4% | -19.6% | +80.0% | +59.0% |
| All | +60.4% | -18.4% | +78.9% | +59.0% |
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