-14.5%
AMT vs MSFU
+88.0%
-102.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | +1.5% | -2.8% | +4.3% | +1.6% |
| 30D | +6.8% | -5.3% | +12.1% | +7.0% |
| 3M | +11.2% | +7.2% | +4.0% | +10.6% |
| 6M | +12.5% | +51.0% | -38.5% | +9.5% |
| YTD | +12.5% | -1.2% | +13.7% | +11.7% |
| 1Y | +10.1% | -10.3% | +20.4% | +10.0% |
| 3Y | +16.0% | +22.2% | -6.2% | +7.3% |
| All | -14.5% | +88.0% | -102.5% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling