+383.0%
KLAC vs MSFU
+87.3%
+295.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.5% |
| 7D | +21.2% | -4.9% | +26.1% | +22.6% |
| 30D | -14.5% | -9.1% | -5.4% | -12.5% |
| 3M | -24.4% | +8.7% | -33.1% | -26.6% |
| 6M | -12.9% | +48.3% | -61.2% | -25.2% |
| YTD | +29.9% | -1.6% | +31.5% | +26.8% |
| 1Y | +31.9% | -13.6% | +45.5% | +36.1% |
| 3Y | +201.5% | +20.2% | +181.3% | +149.6% |
| All | +383.0% | +87.3% | +295.7% | +213.5% |
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