+30.2%
MSFU vs AMBA
-1.0%
+31.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -4.0% |
| 7D | -5.7% | -11.0% | +5.3% | -3.6% |
| 30D | +4.2% | -23.2% | +27.3% | +9.5% |
| 3M | +27.9% | -12.7% | +40.6% | +28.4% |
| 6M | +37.1% | +11.2% | +25.9% | +25.5% |
| YTD | -7.4% | -11.2% | +3.8% | -11.1% |
| 1Y | -19.6% | -22.5% | +2.9% | -21.9% |
| All | +30.2% | -1.0% | +31.1% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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