+15.7%
MCD vs MSFU
+88.0%
-72.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -1.6% | -2.8% | +1.1% | -1.5% |
| 30D | +14.1% | -5.3% | +19.4% | +14.3% |
| 3M | +0.6% | +7.2% | -6.6% | +0.2% |
| 6M | 0.0% | +51.0% | -51.0% | -2.1% |
| YTD | -9.3% | -1.2% | -8.0% | -9.8% |
| 1Y | -9.3% | -10.3% | +1.0% | -9.4% |
| 3Y | +8.6% | +22.2% | -13.6% | +4.1% |
| All | +15.7% | +88.0% | -72.3% | +5.2% |
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