-8.1%
MSFU vs KEY
+22.3%
-30.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.3% |
| 7D | +4.0% | +0.5% | +3.5% | +4.0% |
| 30D | -2.3% | +6.9% | -9.2% | -3.3% |
| 3M | +7.1% | -5.0% | +12.1% | +7.7% |
| 6M | +48.9% | +0.7% | +48.2% | +50.3% |
| YTD | +2.4% | +6.5% | -4.0% | +6.2% |
| 1Y | -8.1% | +22.6% | -30.7% | -0.8% |
| All | -8.1% | +22.3% | -30.4% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling