+4.2%
MCHP vs MSFU
+88.0%
-83.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | +5.7% | -2.8% | +8.5% | +6.5% |
| 30D | -13.4% | -5.3% | -8.1% | -12.2% |
| 3M | -20.1% | +7.2% | -27.4% | -22.1% |
| 6M | -35.5% | +51.0% | -86.5% | -45.1% |
| YTD | -1.6% | -1.2% | -0.3% | -4.2% |
| 1Y | +15.5% | -10.3% | +25.8% | +16.8% |
| 3Y | -13.2% | +22.2% | -35.4% | -30.9% |
| All | +4.2% | +88.0% | -83.8% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling