+9.7%
MCD vs MSFU
+19.9%
-10.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.8% | +2.1% | -2.5% |
| 7D | -1.9% | -12.7% | +10.7% | -1.6% |
| 30D | +16.6% | -9.0% | +25.6% | +16.8% |
| 3M | +0.9% | +2.9% | -2.0% | +0.9% |
| 6M | +1.5% | +43.5% | -42.1% | +0.4% |
| YTD | -8.3% | -2.4% | -5.9% | -8.9% |
| 1Y | -8.1% | -13.5% | +5.4% | -8.4% |
| All | +9.7% | +19.9% | -10.1% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling