+72.2%
MSFU vs AME
+103.9%
-31.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -3.2% | +2.8% | -5.9% | -4.4% |
| 30D | -3.1% | -6.3% | +3.1% | -0.4% |
| 3M | +35.3% | +5.4% | +29.9% | +30.8% |
| 6M | +31.6% | +7.4% | +24.1% | +24.2% |
| YTD | -9.5% | +16.2% | -25.7% | -19.9% |
| 1Y | -18.4% | +26.8% | -45.2% | -32.7% |
| 3Y | +26.9% | +57.5% | -30.6% | -15.0% |
| All | +72.2% | +103.9% | -31.6% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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