+103.9%
MSFU vs KEY
+52.9%
+51.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.7% | +2.8% | +4.8% |
| 7D | +14.6% | -0.4% | +15.0% | +14.8% |
| 30D | +2.1% | +7.2% | -5.1% | +0.4% |
| 3M | +14.7% | -4.9% | +19.6% | +16.1% |
| 6M | +55.7% | +1.1% | +54.6% | +55.2% |
| YTD | +7.1% | +6.8% | +0.3% | +5.0% |
| 1Y | -0.5% | +23.3% | -23.8% | -6.0% |
| 3Y | +35.7% | +126.1% | -90.3% | +12.3% |
| All | +103.9% | +52.9% | +51.0% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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