+124.9%
AXP vs MSFU
+97.0%
+27.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.4% | +5.1% | -0.8% |
| 7D | +0.4% | +1.0% | -0.6% | -0.1% |
| 30D | +7.0% | +0.6% | +6.4% | +6.5% |
| 3M | -6.6% | +16.4% | -23.0% | -10.1% |
| 6M | +3.5% | +53.0% | -49.5% | -7.6% |
| YTD | -11.2% | +3.5% | -14.7% | -14.4% |
| 1Y | -10.2% | -7.8% | -2.3% | -11.0% |
| 3Y | +120.0% | +35.6% | +84.5% | +84.6% |
| All | +124.9% | +97.0% | +27.9% | +65.5% |
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