-3.8%
MSFU vs AMDL
+95.0%
-98.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +9.2% | -13.4% | -5.4% |
| 7D | -5.7% | +4.5% | -10.2% | -6.4% |
| 30D | +4.2% | -4.4% | +8.6% | +4.2% |
| 3M | +27.9% | -30.5% | +58.4% | +28.2% |
| 6M | +37.1% | +300.9% | -263.8% | -0.7% |
| YTD | -7.4% | +219.9% | -227.3% | -32.8% |
| 1Y | -19.6% | +374.7% | -394.3% | -48.9% |
| All | -3.8% | +95.0% | -98.8% | -43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling