+19.7%
MCD vs MSFU
+103.9%
-84.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.7% | +1.6% |
| 7D | +5.9% | +14.6% | -8.6% | +5.4% |
| 30D | +19.6% | +2.1% | +17.5% | +19.4% |
| 3M | +3.3% | +14.7% | -11.4% | +2.6% |
| 6M | +3.5% | +55.7% | -52.2% | +1.1% |
| YTD | -6.1% | +7.1% | -13.2% | -7.0% |
| 1Y | -3.7% | -0.5% | -3.2% | -4.3% |
| 3Y | +13.4% | +35.7% | -22.4% | +8.0% |
| All | +19.7% | +103.9% | -84.2% | +8.5% |
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 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