+97.0%
MSFU vs AMC
-96.2%
+193.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -12.5% | +5.1% | -6.4% |
| 7D | +1.0% | 0.0% | +1.0% | +1.1% |
| 30D | +0.6% | +4.4% | -3.8% | +0.4% |
| 3M | +16.4% | +15.4% | +1.0% | +14.9% |
| 6M | +53.0% | +93.7% | -40.7% | +43.5% |
| YTD | +3.5% | +97.4% | -94.0% | -3.5% |
| 1Y | -7.8% | +23.2% | -31.0% | -11.6% |
| 3Y | +35.6% | -71.3% | +106.8% | +37.6% |
| All | +97.0% | -96.2% | +193.2% | +117.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling