+93.3%
MSFU vs AME
+96.4%
-3.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | -2.9% |
| 7D | +2.5% | -5.2% | +7.6% | +4.5% |
| 30D | -1.3% | -8.0% | +6.7% | +2.1% |
| 3M | +8.6% | -8.9% | +17.5% | +12.6% |
| 6M | +48.4% | -5.0% | +53.4% | +49.9% |
| YTD | +1.6% | +11.9% | -10.3% | -9.0% |
| 1Y | -5.8% | +16.6% | -22.4% | -18.0% |
| 3Y | +30.9% | +62.5% | -31.5% | -17.0% |
| All | +93.3% | +96.4% | -3.0% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling