+85.8%
MSFU vs KEY
+53.1%
+32.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.5% | -5.2% | -4.9% |
| 7D | -12.7% | -0.5% | -12.2% | -12.5% |
| 30D | -9.0% | +6.7% | -15.7% | -10.4% |
| 3M | +2.9% | -4.6% | +7.5% | +4.1% |
| 6M | +43.5% | +2.6% | +41.0% | +42.6% |
| YTD | -2.4% | +7.0% | -9.4% | -4.4% |
| 1Y | -13.5% | +23.5% | -37.0% | -18.3% |
| 3Y | +19.2% | +126.4% | -107.2% | -1.4% |
| All | +85.8% | +53.1% | +32.7% | +75.1% |
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