-15.8%
AMT vs MSFU
+93.3%
-109.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.6% |
| 7D | +0.5% | +2.5% | -1.9% | +0.3% |
| 30D | +13.6% | -1.3% | +14.9% | +13.6% |
| 3M | +11.5% | +8.6% | +2.8% | +10.8% |
| 6M | +6.9% | +48.4% | -41.5% | +4.2% |
| YTD | +10.8% | +1.6% | +9.3% | +9.9% |
| 1Y | +10.3% | -5.8% | +16.1% | +9.9% |
| 3Y | +12.4% | +30.9% | -18.5% | +2.7% |
| All | -15.8% | +93.3% | -109.1% | -35.6% |
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