-22.4%
AMT vs MSFU
+76.3%
-98.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.9% |
| 7D | -0.2% | -5.7% | +5.5% | +0.1% |
| 30D | +4.6% | +4.2% | +0.5% | +4.4% |
| 3M | -8.4% | +27.9% | -36.4% | -9.9% |
| 6M | -6.0% | +37.1% | -43.1% | -8.1% |
| YTD | +2.1% | -7.4% | +9.5% | +1.9% |
| 1Y | -6.4% | -19.6% | +13.2% | -5.9% |
| 3Y | +8.1% | +33.2% | -25.1% | -3.8% |
| All | -22.4% | +76.3% | -98.7% | -40.3% |
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