+25.4%
MCHP vs MSFU
+73.2%
-47.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.5% | +3.3% |
| 7D | 0.0% | -1.8% | +1.8% | +0.5% |
| 30D | -6.0% | +0.5% | -6.5% | -6.5% |
| 3M | -19.7% | +51.9% | -71.5% | -30.8% |
| 6M | +14.0% | +35.0% | -20.9% | -1.0% |
| YTD | +18.4% | -9.0% | +27.5% | +18.2% |
| 1Y | +17.1% | -18.8% | +35.9% | +21.7% |
| 3Y | +0.7% | +25.5% | -24.8% | -22.1% |
| All | +25.4% | +73.2% | -47.8% | -21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling