+125.0%
AXP vs MSFU
+76.3%
+48.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.3% |
| 7D | -2.1% | -5.7% | +3.6% | -1.0% |
| 30D | -6.5% | +4.2% | -10.7% | -7.5% |
| 3M | +4.6% | +27.9% | -23.3% | -1.9% |
| 6M | +5.4% | +37.1% | -31.7% | -3.9% |
| YTD | -11.1% | -7.4% | -3.7% | -11.9% |
| 1Y | -0.3% | -19.6% | +19.3% | +1.9% |
| 3Y | +111.6% | +33.2% | +78.4% | +77.3% |
| All | +125.0% | +76.3% | +48.7% | +70.2% |
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 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