+1.4%
MSFU vs AMDL
+119.6%
-118.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +14.3% | -19.1% | -6.7% |
| 7D | -12.7% | +18.5% | -31.2% | -16.1% |
| 30D | -9.0% | -24.2% | +15.2% | -7.9% |
| 3M | +2.9% | +11.5% | -8.6% | -2.3% |
| 6M | +43.5% | -1.0% | +44.5% | +31.4% |
| YTD | -2.4% | +260.3% | -262.7% | -32.5% |
| 1Y | -13.5% | +178.2% | -191.6% | -37.9% |
| All | +1.4% | +119.6% | -118.2% | -42.7% |
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