+2.2%
MSFU vs AMDL
+145.7%
-143.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.9% | -11.0% | -0.7% |
| 7D | -4.9% | +103.5% | -108.5% | -14.4% |
| 30D | -9.1% | -18.3% | +9.2% | -9.0% |
| 3M | +8.7% | +20.1% | -11.4% | +2.1% |
| 6M | +48.3% | +15.9% | +32.4% | +32.7% |
| YTD | -1.6% | +303.0% | -304.6% | -33.0% |
| 1Y | -13.6% | +164.0% | -177.6% | -36.8% |
| All | +2.2% | +145.7% | -143.5% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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