+30.9%
MSFU vs KEY
+106.2%
-75.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.7% |
| 7D | +2.5% | -1.3% | +3.7% | +2.9% |
| 30D | -1.3% | +5.1% | -6.4% | -2.9% |
| 3M | +8.6% | -7.1% | +15.8% | +11.2% |
| 6M | +48.4% | -4.4% | +52.8% | +50.4% |
| YTD | +1.6% | +4.0% | -2.5% | -0.3% |
| 1Y | -5.8% | +23.4% | -29.2% | -12.9% |
| 3Y | +30.9% | +113.9% | -83.0% | +15.9% |
| All | +30.9% | +106.2% | -75.3% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling