+76.3%
MSFU vs AEHR
+563.5%
-487.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +13.1% | -17.3% | -5.3% |
| 7D | -5.7% | +6.7% | -12.4% | -6.3% |
| 30D | +4.2% | -12.7% | +16.8% | +4.4% |
| 3M | +27.9% | -26.0% | +53.9% | +27.8% |
| 6M | +37.1% | +102.2% | -65.1% | +20.7% |
| YTD | -7.4% | +327.2% | -334.6% | -25.7% |
| 1Y | -19.6% | +228.1% | -247.7% | -34.5% |
| 3Y | +33.2% | +67.0% | -33.8% | +5.8% |
| All | +76.3% | +563.5% | -487.2% | +23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling