+184.6%
MKSI vs MSFU
+73.2%
+111.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +0.9% | +1.7% |
| 7D | +2.7% | -1.8% | +4.5% | +3.3% |
| 30D | -12.8% | +0.5% | -13.3% | -13.5% |
| 3M | -22.5% | +51.9% | -74.4% | -36.0% |
| 6M | +19.4% | +35.0% | -15.6% | -0.3% |
| YTD | +67.7% | -9.0% | +76.8% | +64.6% |
| 1Y | +131.4% | -18.8% | +150.2% | +139.0% |
| 3Y | +197.3% | +25.5% | +171.8% | +120.6% |
| All | +184.6% | +73.2% | +111.4% | +62.1% |
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