+95.2%
MRK vs MSFU
+76.3%
+18.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.8% | -1.4% |
| 7D | +1.3% | -5.7% | +7.0% | +1.3% |
| 30D | +17.1% | +4.2% | +13.0% | +17.2% |
| 3M | +25.9% | +27.9% | -2.0% | +26.3% |
| 6M | +26.8% | +37.1% | -10.3% | +27.3% |
| YTD | +44.9% | -7.4% | +52.3% | +46.3% |
| 1Y | +84.8% | -19.6% | +104.4% | +87.4% |
| 3Y | +50.1% | +33.2% | +16.9% | +47.9% |
| All | +95.2% | +76.3% | +18.9% | +93.5% |
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