+63.7%
MRK vs MSFU
-13.0%
+76.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | +0.7% | -2.8% | +3.5% | +0.6% |
| 30D | +0.3% | -5.3% | +5.6% | 0.0% |
| 3M | +9.7% | +7.2% | +2.4% | +10.5% |
| 6M | +32.0% | +51.0% | -19.0% | +37.3% |
| YTD | +43.3% | -1.2% | +44.5% | +43.9% |
| 1Y | +63.7% | -10.3% | +74.0% | +62.2% |
| All | +63.7% | -13.0% | +76.6% | +62.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling