-13.5%
MSFU vs AMDL
+168.6%
-182.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +14.3% | -19.1% | -5.9% |
| 7D | -12.7% | +18.5% | -31.2% | -14.7% |
| 30D | -9.0% | -24.2% | +15.2% | -8.7% |
| 3M | +2.9% | +11.5% | -8.6% | +0.4% |
| 6M | +43.5% | -1.0% | +44.5% | +36.2% |
| YTD | -2.4% | +260.3% | -262.7% | -20.7% |
| 1Y | -13.5% | +178.2% | -191.6% | -27.3% |
| All | -13.5% | +168.6% | -182.0% | -27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling