-16.1%
MCD vs MSFU
-18.4%
+2.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.4% | +0.1% |
| 7D | -2.0% | -3.2% | +1.1% | -2.0% |
| 30D | -6.1% | -3.1% | -3.0% | -6.1% |
| 3M | -7.3% | +35.3% | -42.5% | -8.0% |
| 6M | -20.9% | +31.6% | -52.5% | -21.9% |
| YTD | -14.7% | -9.5% | -5.1% | -16.7% |
| 1Y | -16.1% | -18.4% | +2.3% | -17.8% |
| All | -16.1% | -18.4% | +2.3% | -17.8% |
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