-19.6%
MSFU vs AMCR
+11.5%
-31.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -4.2% |
| 7D | -5.7% | -3.3% | -2.4% | -5.8% |
| 30D | +4.2% | -5.4% | +9.6% | +4.0% |
| 3M | +27.9% | +20.0% | +8.0% | +29.1% |
| 6M | +37.1% | 0.0% | +37.1% | +36.7% |
| YTD | -7.4% | +11.5% | -18.9% | -5.4% |
| 1Y | -19.6% | +11.4% | -31.0% | -16.5% |
| All | -19.6% | +11.5% | -31.1% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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