+93.3%
MSFU vs AMBA
-5.8%
+99.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.1% | -8.0% | -3.3% |
| 7D | +2.5% | -7.2% | +9.7% | +4.3% |
| 30D | -1.3% | -10.4% | +9.1% | +1.2% |
| 3M | +8.6% | -30.1% | +38.8% | +17.6% |
| 6M | +48.4% | -22.4% | +70.8% | +49.2% |
| YTD | +1.6% | -17.3% | +18.9% | -1.4% |
| 1Y | -5.8% | -35.4% | +29.6% | -2.8% |
| 3Y | +30.9% | +18.6% | +12.3% | -0.3% |
| All | +93.3% | -5.8% | +99.1% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling