-11.2%
AXP vs MSFU
-9.0%
-2.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.6% | -1.1% |
| 7D | +0.6% | +2.5% | -1.9% | +0.3% |
| 30D | +5.8% | -1.3% | +7.1% | +5.8% |
| 3M | -6.0% | +8.6% | -14.7% | -7.0% |
| 6M | +0.3% | +48.4% | -48.1% | -4.0% |
| YTD | -12.3% | +1.6% | -13.8% | -18.7% |
| 1Y | -11.2% | -5.8% | -5.5% | -18.2% |
| All | -11.2% | -9.0% | -2.2% | -18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling