+25.3%
MCHP vs MSFU
+76.3%
-51.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.2% | +5.6% | +2.6% |
| 7D | +1.7% | -5.7% | +7.4% | +3.3% |
| 30D | -4.1% | +4.2% | -8.3% | -5.6% |
| 3M | -22.5% | +27.9% | -50.4% | -29.1% |
| 6M | +7.3% | +37.1% | -29.8% | -7.3% |
| YTD | +18.4% | -7.4% | +25.8% | +17.6% |
| 1Y | +18.1% | -19.6% | +37.7% | +23.6% |
| 3Y | -2.8% | +33.2% | -36.0% | -26.7% |
| All | +25.3% | +76.3% | -51.0% | -21.6% |
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