+95.0%
MSFU vs AMC
-95.7%
+190.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.8% | -6.1% | -4.5% |
| 7D | +4.0% | +5.5% | -1.4% | +3.7% |
| 30D | -2.3% | +16.1% | -18.4% | -3.4% |
| 3M | +7.1% | +43.0% | -35.9% | +4.0% |
| 6M | +48.9% | +130.7% | -81.8% | +37.9% |
| YTD | +2.4% | +121.8% | -119.3% | -5.4% |
| 1Y | -8.1% | +40.7% | -48.7% | -12.7% |
| 3Y | +25.2% | -56.8% | +82.0% | +23.7% |
| All | +95.0% | -95.7% | +190.7% | +113.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling