+73.2%
MSFU vs AMCR
-11.3%
+84.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.6% |
| 7D | -1.8% | -6.3% | +4.5% | 0.0% |
| 30D | +0.5% | -7.8% | +8.3% | +2.8% |
| 3M | +51.9% | +7.5% | +44.3% | +48.1% |
| 6M | +35.0% | +2.7% | +32.3% | +32.9% |
| YTD | -9.0% | +6.0% | -15.1% | -12.3% |
| 1Y | -18.8% | +7.8% | -26.6% | -22.6% |
| 3Y | +25.5% | +5.8% | +19.7% | +12.8% |
| All | +73.2% | -11.3% | +84.5% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling