+356.2%
MPC vs MSFU
+87.3%
+268.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.4% |
| 7D | +9.4% | -4.9% | +14.3% | +9.7% |
| 30D | -13.4% | -9.1% | -4.4% | -13.0% |
| 3M | +18.9% | +8.7% | +10.2% | +17.8% |
| 6M | +64.9% | +48.3% | +16.6% | +58.7% |
| YTD | +156.8% | -1.6% | +158.4% | +155.7% |
| 1Y | +113.2% | -13.6% | +126.8% | +115.6% |
| 3Y | +201.8% | +20.2% | +181.6% | +180.2% |
| All | +356.2% | +87.3% | +268.9% | +304.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling