-3.5%
MSFU vs AMC
+38.0%
-41.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +7.3% | +6.2% | +12.4% |
| 7D | +8.2% | +17.7% | -9.6% | +5.7% |
| 30D | +10.2% | +26.2% | -16.0% | +6.7% |
| 3M | +22.9% | +31.3% | -8.5% | +17.5% |
| 6M | +63.2% | +142.8% | -79.6% | +33.6% |
| YTD | +11.7% | +125.6% | -113.9% | -10.8% |
| 1Y | -3.5% | +40.2% | -43.7% | -16.9% |
| All | -3.5% | +38.0% | -41.5% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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