+123.9%
AXP vs MSFU
+95.0%
+28.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.1% | +0.6% |
| 7D | -0.6% | +4.0% | -4.7% | -1.6% |
| 30D | +5.0% | -2.3% | +7.3% | +5.1% |
| 3M | -4.2% | +7.1% | -11.4% | -6.2% |
| 6M | +2.9% | +48.9% | -46.0% | -7.5% |
| YTD | -11.6% | +2.4% | -14.0% | -14.6% |
| 1Y | -11.1% | -8.1% | -3.0% | -11.9% |
| 3Y | +116.7% | +25.2% | +91.6% | +85.7% |
| All | +123.9% | +95.0% | +28.8% | +65.0% |
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