+70.7%
MSFU vs AEHR
+635.1%
-564.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.3% | -6.1% | -1.3% |
| 7D | -2.3% | +19.1% | -21.4% | -3.9% |
| 30D | -6.3% | -10.0% | +3.8% | -6.2% |
| 3M | +40.0% | +1.3% | +38.6% | +36.1% |
| 6M | +30.1% | +133.8% | -103.7% | +13.2% |
| YTD | -10.3% | +373.3% | -383.6% | -28.7% |
| 1Y | -19.0% | +256.2% | -275.2% | -34.4% |
| 3Y | +25.8% | +93.2% | -67.4% | -1.5% |
| All | +70.7% | +635.1% | -564.4% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEHR.
Daily Out/Under-Performance
Portfolio return minus AEHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEHR 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 AEHR 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