+76.3%
MSFU vs AMP
+119.7%
-43.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -3.7% |
| 7D | -5.7% | +0.2% | -5.9% | -5.8% |
| 30D | +4.2% | -0.1% | +4.3% | +4.3% |
| 3M | +27.9% | +23.6% | +4.3% | +12.4% |
| 6M | +37.1% | +20.4% | +16.8% | +22.2% |
| YTD | -7.4% | +15.4% | -22.8% | -16.5% |
| 1Y | -19.6% | +11.0% | -30.6% | -25.9% |
| 3Y | +33.2% | +70.5% | -37.3% | -5.7% |
| All | +76.3% | +119.7% | -43.3% | +5.6% |
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