-15.7%
AMT vs MSFU
+103.9%
-119.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.3% | -0.2% |
| 7D | +0.4% | +14.6% | -14.2% | -0.4% |
| 30D | +3.7% | +2.1% | +1.6% | +3.5% |
| 3M | +10.7% | +14.7% | -3.9% | +9.7% |
| 6M | +9.3% | +55.7% | -46.4% | +6.2% |
| YTD | +10.9% | +7.1% | +3.8% | +9.7% |
| 1Y | +10.5% | -0.5% | +11.0% | +9.8% |
| 3Y | +15.5% | +35.7% | -20.2% | +5.7% |
| All | -15.7% | +103.9% | -119.6% | -35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling