+6.4%
MSFU vs AMDL
+92.1%
-85.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.7% | -7.0% | -4.7% |
| 7D | +4.0% | +5.4% | -1.4% | +1.8% |
| 30D | -2.3% | -36.6% | +34.3% | +1.4% |
| 3M | +7.1% | -1.0% | +8.1% | +3.5% |
| 6M | +48.9% | -12.1% | +61.0% | +38.8% |
| YTD | +2.4% | +215.1% | -212.7% | -27.7% |
| 1Y | -8.1% | +130.4% | -138.5% | -32.0% |
| All | +6.4% | +92.1% | -85.7% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling