+76.3%
MSFU vs AMCR
-8.2%
+84.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.1% |
| 7D | -5.7% | -1.9% | -3.8% | -5.2% |
| 30D | +4.2% | -4.1% | +8.3% | +5.3% |
| 3M | +27.9% | +21.7% | +6.2% | +20.1% |
| 6M | +37.1% | +1.5% | +35.6% | +36.2% |
| YTD | -7.4% | +13.1% | -20.5% | -12.4% |
| 1Y | -19.6% | +13.0% | -32.6% | -24.2% |
| 3Y | +33.2% | +6.9% | +26.3% | +21.4% |
| All | +76.3% | -8.2% | +84.6% | +94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling