-5.8%
MSFU vs AMDL
+62.4%
-68.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +22.3% | -24.1% | -3.7% |
| 7D | +2.5% | -26.2% | +28.7% | +4.3% |
| 30D | -1.3% | -57.1% | +55.8% | +3.8% |
| 3M | +8.6% | -29.8% | +38.5% | +10.3% |
| 6M | +48.4% | -22.2% | +70.6% | +44.2% |
| YTD | +1.6% | +142.1% | -140.6% | -14.7% |
| 1Y | -5.8% | +85.8% | -91.6% | -18.1% |
| All | -5.8% | +62.4% | -68.2% | -18.1% |
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