+329.7%
MPC vs MSFU
+76.3%
+253.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +0.6% |
| 7D | +5.4% | -5.7% | +11.1% | +5.9% |
| 30D | +31.0% | +4.2% | +26.8% | +30.5% |
| 3M | +46.0% | +27.9% | +18.1% | +42.8% |
| 6M | +77.3% | +37.1% | +40.2% | +71.5% |
| YTD | +141.9% | -7.4% | +149.3% | +142.4% |
| 1Y | +120.9% | -19.6% | +140.5% | +124.8% |
| 3Y | +182.7% | +33.2% | +149.5% | +159.1% |
| All | +329.7% | +76.3% | +253.4% | +283.4% |
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 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