+103.9%
MSFU vs KGC
+637.1%
-533.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.7% | +2.7% | +4.9% |
| 7D | +14.6% | +11.1% | +3.4% | +12.2% |
| 30D | +2.1% | -3.7% | +5.9% | +2.7% |
| 3M | +14.7% | -17.2% | +31.9% | +18.1% |
| 6M | +55.7% | -27.3% | +82.9% | +63.5% |
| YTD | +7.1% | -18.5% | +25.6% | +8.9% |
| 1Y | -0.5% | -5.7% | +5.2% | -2.0% |
| 3Y | +35.7% | +336.5% | -300.7% | -8.8% |
| All | +103.9% | +637.1% | -533.2% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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