+65.8%
AMGN vs MSFU
+29.4%
+36.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.3% | -7.8% | -10.0% |
| 7D | -10.3% | -3.2% | -7.1% | -10.2% |
| 30D | -3.8% | -3.1% | -0.6% | -3.7% |
| 3M | +14.4% | +35.3% | -20.9% | +13.5% |
| 6M | +7.8% | +31.6% | -23.8% | +6.8% |
| YTD | +22.6% | -9.5% | +32.1% | +23.3% |
| 1Y | +44.2% | -18.4% | +62.6% | +45.7% |
| 3Y | +65.8% | +26.9% | +38.9% | +53.1% |
| All | +65.8% | +29.4% | +36.4% | +53.1% |
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