+71.2%
MSFU vs AME
+100.9%
-29.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | -6.9% | 0.0% | -7.0% | -7.0% |
| 30D | -5.1% | -8.6% | +3.5% | -1.4% |
| 3M | +44.6% | +5.8% | +38.9% | +39.6% |
| 6M | +32.8% | +3.8% | +29.0% | +27.7% |
| YTD | -10.1% | +14.4% | -24.5% | -19.8% |
| 1Y | -19.4% | +25.8% | -45.2% | -33.4% |
| 3Y | +26.2% | +55.2% | -29.0% | -14.9% |
| All | +71.2% | +100.9% | -29.7% | -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 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