-5.0%
MCD vs MSFU
-9.0%
+4.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | -0.5% |
| 7D | +7.1% | +2.5% | +4.7% | +7.1% |
| 30D | +19.8% | -1.3% | +21.1% | +19.7% |
| 3M | +0.8% | +8.6% | -7.8% | +0.7% |
| 6M | -1.3% | +48.4% | -49.7% | -2.5% |
| YTD | -7.8% | +1.6% | -9.3% | -10.1% |
| 1Y | -5.0% | -5.8% | +0.8% | -7.5% |
| All | -5.0% | -9.0% | +4.1% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling