+469.9%
KLAC vs MSFU
+76.3%
+393.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -4.2% | +11.5% | +8.4% |
| 7D | +5.7% | -5.7% | +11.4% | +7.2% |
| 30D | -3.6% | +4.2% | -7.8% | -5.2% |
| 3M | -12.8% | +27.9% | -40.7% | -20.0% |
| 6M | +26.1% | +37.1% | -11.1% | +9.8% |
| YTD | +53.3% | -7.4% | +60.7% | +52.7% |
| 1Y | +113.7% | -19.6% | +133.3% | +125.1% |
| 3Y | +274.9% | +33.2% | +241.7% | +192.1% |
| All | +469.9% | +76.3% | +393.5% | +277.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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