+17.6%
MCD vs MSFU
+93.3%
-75.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | -0.5% |
| 7D | +7.1% | +2.5% | +4.7% | +7.0% |
| 30D | +19.8% | -1.3% | +21.1% | +19.7% |
| 3M | +0.8% | +8.6% | -7.8% | +0.4% |
| 6M | -1.3% | +48.4% | -49.7% | -3.4% |
| YTD | -7.8% | +1.6% | -9.3% | -8.4% |
| 1Y | -5.0% | -5.8% | +0.8% | -5.3% |
| 3Y | +10.5% | +30.9% | -20.4% | +5.4% |
| All | +17.6% | +93.3% | -75.7% | +6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling