+76.3%
MSFU vs AME
+103.9%
-27.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.7% | -4.8% |
| 7D | -5.7% | +0.6% | -6.3% | -6.0% |
| 30D | +4.2% | -6.7% | +10.9% | +7.2% |
| 3M | +27.9% | +4.1% | +23.8% | +24.5% |
| 6M | +37.1% | +1.6% | +35.5% | +33.6% |
| YTD | -7.4% | +16.1% | -23.5% | -18.0% |
| 1Y | -19.6% | +27.3% | -46.9% | -33.9% |
| 3Y | +33.2% | +50.9% | -17.7% | -7.0% |
| All | +76.3% | +103.9% | -27.5% | -13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling