-6.2%
MSFU vs AHR
+357.7%
-364.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | -2.3% | -4.3% | +2.0% | -2.1% |
| 30D | -6.3% | -3.1% | -3.2% | -6.1% |
| 3M | +40.0% | +15.7% | +24.3% | +36.5% |
| 6M | +30.1% | +4.1% | +26.0% | +28.8% |
| YTD | -10.3% | +15.4% | -25.8% | -13.9% |
| 1Y | -19.0% | +28.0% | -47.0% | -25.2% |
| All | -6.2% | +357.7% | -364.0% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling