+93.3%
MSFU vs KEY
+48.9%
+44.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.7% |
| 7D | +2.5% | -1.3% | +3.7% | +2.8% |
| 30D | -1.3% | +5.1% | -6.4% | -2.5% |
| 3M | +8.6% | -7.1% | +15.8% | +10.6% |
| 6M | +48.4% | -4.4% | +52.8% | +49.9% |
| YTD | +1.6% | +4.0% | -2.5% | +0.2% |
| 1Y | -5.8% | +23.4% | -29.2% | -11.1% |
| 3Y | +30.9% | +113.9% | -83.0% | +9.6% |
| All | +93.3% | +48.9% | +44.5% | +83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling