+71.2%
MSFU vs AMCR
-9.9%
+81.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -6.9% | -5.0% | -2.0% | -5.6% |
| 30D | -5.1% | -8.0% | +2.9% | -2.9% |
| 3M | +44.6% | +14.3% | +30.4% | +38.4% |
| 6M | +32.8% | +5.3% | +27.5% | +29.8% |
| YTD | -10.1% | +7.7% | -17.8% | -13.7% |
| 1Y | -19.4% | +10.8% | -30.2% | -23.9% |
| 3Y | +26.2% | +9.6% | +16.6% | +11.0% |
| All | +71.2% | -9.9% | +81.1% | +88.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling