-8.1%
MSFU vs AMRZ
-14.1%
+6.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.3% | -3.9% |
| 7D | +4.0% | 0.0% | +4.1% | +4.3% |
| 30D | -2.3% | +15.9% | -18.2% | -5.0% |
| 3M | +7.1% | -9.2% | +16.3% | +9.0% |
| 6M | +48.9% | -20.3% | +69.2% | +54.3% |
| YTD | +2.4% | -21.5% | +23.9% | +6.7% |
| 1Y | -8.1% | -12.9% | +4.8% | -3.3% |
| All | -8.1% | -14.1% | +6.0% | -3.3% |
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