-1.1%
MCD vs MSFU
+50.1%
-51.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.4% | +6.6% | -0.4% |
| 7D | +8.0% | +1.0% | +7.0% | +7.9% |
| 30D | +19.6% | +0.6% | +19.0% | +19.4% |
| 3M | +2.2% | +16.4% | -14.2% | +1.5% |
| 6M | -1.1% | +53.0% | -54.1% | -5.0% |
| All | -1.1% | +50.1% | -51.2% | -5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling