-3.5%
MSFU vs AMRZ
-11.5%
+8.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +5.2% | +8.3% | +12.4% |
| 7D | +8.2% | +10.3% | -2.1% | +6.1% |
| 30D | +10.2% | +18.7% | -8.5% | +6.4% |
| 3M | +22.9% | -14.6% | +37.5% | +25.7% |
| 6M | +63.2% | -12.9% | +76.1% | +65.8% |
| YTD | +11.7% | -17.4% | +29.1% | +15.0% |
| 1Y | -3.5% | -12.3% | +8.8% | -1.5% |
| All | -3.5% | -11.5% | +8.0% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling