-0.4%
MCHP vs MSFU
+25.3%
-25.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.3% | -0.6% |
| 7D | +2.8% | -3.2% | +5.9% | +3.4% |
| 30D | -12.8% | -3.1% | -9.7% | -12.5% |
| 3M | -19.2% | +35.3% | -54.5% | -25.7% |
| 6M | +14.5% | +31.6% | -17.0% | +3.2% |
| YTD | +17.1% | -9.5% | +26.6% | +19.5% |
| 1Y | +15.3% | -18.4% | +33.7% | +21.7% |
| All | -0.4% | +25.3% | -25.7% | -16.8% |
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 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