+33.0%
KRE vs MSFU
+70.7%
-37.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -1.1% | -2.3% | +1.3% | -0.8% |
| 30D | -3.4% | -6.3% | +2.9% | -2.7% |
| 3M | +3.7% | +40.0% | -36.2% | -1.5% |
| 6M | +14.8% | +30.1% | -15.3% | +9.1% |
| YTD | +14.7% | -10.3% | +25.0% | +14.9% |
| 1Y | +16.0% | -19.0% | +35.0% | +18.0% |
| 3Y | +84.3% | +25.8% | +58.4% | +62.3% |
| All | +33.0% | +70.7% | -37.7% | +4.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling