+48.3%
MSFU vs AAOX
-96.9%
+145.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -11.0% | +11.8% | +1.3% |
| 7D | -4.9% | +22.0% | -26.9% | -6.0% |
| 30D | -9.1% | -76.8% | +67.7% | -5.1% |
| 3M | +8.7% | -90.7% | +99.4% | +15.6% |
| 6M | +48.3% | -97.2% | +145.5% | +44.8% |
| All | +48.3% | -96.9% | +145.1% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 6mo: compounded portfolio wealth divided by compounded AAOX 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…
6mo analysis · Full analysis span regression · 6 months rolling