+73.2%
MSFU vs KEEL
+215.9%
-142.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.6% | +0.7% |
| 7D | -1.8% | +2.9% | -4.7% | -2.2% |
| 30D | +0.5% | +0.8% | -0.4% | -0.3% |
| 3M | +51.9% | -35.3% | +87.2% | +56.6% |
| 6M | +35.0% | +59.4% | -24.4% | +23.5% |
| YTD | -9.0% | +51.9% | -60.9% | -17.0% |
| 1Y | -18.8% | +75.0% | -93.8% | -29.3% |
| 3Y | +25.5% | +224.5% | -199.0% | -7.7% |
| All | +73.2% | +215.9% | -142.8% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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