+85.8%
MSFU vs AMP
+104.5%
-18.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | -12.7% | -1.1% | -11.6% | -11.9% |
| 30D | -9.0% | +4.4% | -13.4% | -11.4% |
| 3M | +2.9% | -7.3% | +10.2% | +8.0% |
| 6M | +43.5% | +12.9% | +30.7% | +33.4% |
| YTD | -2.4% | +7.5% | -9.9% | -8.0% |
| 1Y | -13.5% | +13.3% | -26.8% | -21.7% |
| 3Y | +19.2% | +60.8% | -41.6% | -12.4% |
| All | +85.8% | +104.5% | -18.7% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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