-16.9%
MSFU vs AMRZ
-19.2%
+2.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.5% |
| 7D | -2.3% | -4.7% | +2.3% | -1.6% |
| 30D | -6.3% | -11.3% | +5.0% | -4.5% |
| 3M | +40.0% | -22.1% | +62.0% | +44.5% |
| 6M | +30.1% | -29.6% | +59.7% | +35.3% |
| YTD | -10.3% | -23.3% | +13.0% | -7.0% |
| 1Y | -19.0% | -23.7% | +4.7% | -17.4% |
| All | -16.9% | -19.2% | +2.4% | -15.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling