+44.4%
AMGN vs MSFU
-20.6%
+64.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.5% |
| 7D | -11.6% | -2.3% | -9.3% | -11.7% |
| 30D | -5.7% | -6.3% | +0.6% | -5.8% |
| 3M | +14.2% | +40.0% | -25.7% | +14.9% |
| 6M | +5.2% | +30.1% | -24.9% | +5.3% |
| YTD | +22.0% | -10.3% | +32.3% | +22.2% |
| All | +44.4% | -20.6% | +64.9% | +43.0% |
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