+144.8%
MCK vs MSFU
+73.2%
+71.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | +0.1% |
| 7D | -2.9% | -1.8% | -1.1% | -2.9% |
| 30D | +0.4% | +0.5% | -0.1% | +0.4% |
| 3M | +12.1% | +51.9% | -39.8% | +12.4% |
| 6M | -5.4% | +35.0% | -40.4% | -5.3% |
| YTD | +7.8% | -9.0% | +16.8% | +8.7% |
| 1Y | +22.9% | -18.8% | +41.8% | +24.2% |
| 3Y | +110.7% | +25.5% | +85.2% | +107.7% |
| All | +144.8% | +73.2% | +71.7% | +147.8% |
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 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