+95.0%
MSFU vs AME
+104.7%
-9.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.4% | -4.4% |
| 7D | +4.0% | -4.1% | +8.2% | +5.7% |
| 30D | -2.3% | -4.1% | +1.8% | -0.7% |
| 3M | +7.1% | -5.6% | +12.7% | +9.4% |
| 6M | +48.9% | +2.8% | +46.1% | +45.1% |
| YTD | +2.4% | +16.6% | -14.2% | -9.8% |
| 1Y | -8.1% | +21.1% | -29.2% | -21.3% |
| 3Y | +25.2% | +61.1% | -35.9% | -18.1% |
| All | +95.0% | +104.7% | -9.6% | -4.3% |
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