-19.7%
MSFU vs AHR
+27.5%
-47.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.6% |
| 7D | -6.9% | -3.0% | -3.9% | -8.5% |
| 30D | -5.1% | +2.6% | -7.7% | -3.8% |
| 3M | +44.6% | +16.0% | +28.6% | +54.5% |
| 6M | +32.8% | +3.1% | +29.7% | +35.6% |
| YTD | -10.1% | +16.0% | -26.1% | -1.4% |
| All | -19.7% | +27.5% | -47.2% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 1y: compounded portfolio wealth divided by compounded AHR 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…
1y analysis · Full analysis span regression · 6 months rolling