+167.0%
MPC vs MSFU
+35.1%
+131.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.4% | +3.5% | -3.6% |
| 7D | -12.8% | +1.0% | -13.8% | -12.8% |
| 30D | -12.7% | +0.6% | -13.3% | -12.8% |
| 3M | +27.1% | +16.4% | +10.7% | +25.8% |
| 6M | +45.8% | +53.0% | -7.2% | +41.0% |
| YTD | +134.7% | +3.5% | +131.2% | +134.6% |
| 1Y | +106.0% | -7.8% | +113.9% | +109.2% |
| All | +167.0% | +35.1% | +131.9% | +144.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling