+88.0%
MSFU vs AMC
-96.0%
+184.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.6% |
| 7D | -2.8% | +3.5% | -6.3% | -3.0% |
| 30D | -5.3% | +12.5% | -17.8% | -6.1% |
| 3M | +7.2% | +23.6% | -16.3% | +5.3% |
| 6M | +51.0% | +144.4% | -93.4% | +39.3% |
| YTD | -1.2% | +108.3% | -109.6% | -8.3% |
| 1Y | -10.3% | +38.9% | -49.2% | -14.7% |
| 3Y | +22.2% | -58.9% | +81.1% | +21.3% |
| All | +88.0% | -96.0% | +184.0% | +107.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling