+24.1%
MSFU vs KNX
+36.7%
-12.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -6.9% | -0.5% | -6.5% | -6.9% |
| 30D | -5.1% | +1.0% | -6.1% | -5.4% |
| 3M | +44.6% | -12.6% | +57.3% | +47.4% |
| 6M | +32.8% | +21.1% | +11.7% | +26.5% |
| YTD | -10.1% | +33.2% | -43.3% | -16.8% |
| 1Y | -19.4% | +67.8% | -87.2% | -30.7% |
| All | +24.1% | +36.7% | -12.6% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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