+115.1%
AMGN vs MSFU
+88.0%
+27.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | +1.1% | -2.8% | +3.9% | +1.2% |
| 30D | +9.3% | -5.3% | +14.6% | +9.4% |
| 3M | +12.1% | +7.2% | +4.9% | +11.8% |
| 6M | +40.3% | +51.0% | -10.7% | +37.8% |
| YTD | +45.2% | -1.2% | +46.4% | +45.3% |
| 1Y | +42.4% | -10.3% | +52.8% | +43.3% |
| 3Y | +91.0% | +22.2% | +68.8% | +83.1% |
| All | +115.1% | +88.0% | +27.1% | +101.7% |
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