+169.0%
AMKR vs MSFU
+76.3%
+92.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.2% | +5.9% | +3.0% |
| 7D | 0.0% | -5.7% | +5.6% | +1.6% |
| 30D | -11.1% | +4.2% | -15.3% | -12.7% |
| 3M | -35.2% | +27.9% | -63.1% | -41.0% |
| 6M | +4.9% | +37.1% | -32.2% | -9.2% |
| YTD | +21.6% | -7.4% | +29.0% | +20.5% |
| 1Y | +98.0% | -19.6% | +117.6% | +106.7% |
| 3Y | +77.8% | +33.2% | +44.6% | +38.2% |
| All | +169.0% | +76.3% | +92.6% | +79.1% |
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 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