+72.2%
MSFU vs KEEL
+230.1%
-157.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.5% | -9.8% | -3.2% |
| 7D | -3.2% | +21.5% | -24.7% | -5.5% |
| 30D | -3.1% | -3.9% | +0.7% | -3.5% |
| 3M | +35.3% | -34.1% | +69.4% | +39.2% |
| 6M | +31.6% | +82.8% | -51.3% | +18.5% |
| YTD | -9.5% | +58.7% | -68.2% | -17.8% |
| 1Y | -18.4% | +191.4% | -209.8% | -33.5% |
| 3Y | +26.9% | +205.7% | -178.8% | -6.2% |
| All | +72.2% | +230.1% | -157.8% | +47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling