-5.6%
KMB vs MSFU
+32.9%
-38.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -1.7% |
| 7D | -3.0% | -5.7% | +2.7% | -3.2% |
| 30D | -5.5% | +4.2% | -9.6% | -5.3% |
| 3M | +14.0% | +27.9% | -13.9% | +15.0% |
| 6M | +4.1% | +37.1% | -33.0% | +5.5% |
| YTD | +8.0% | -7.4% | +15.4% | +8.3% |
| 1Y | -13.7% | -19.6% | +5.9% | -14.0% |
| All | -5.6% | +32.9% | -38.5% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling