+73.2%
MSFU vs MCO
+70.6%
+2.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | -0.2% |
| 7D | -1.8% | -3.8% | +2.0% | +1.4% |
| 30D | +0.5% | -0.4% | +0.9% | +1.0% |
| 3M | +51.9% | +7.7% | +44.1% | +43.2% |
| 6M | +35.0% | +7.0% | +28.0% | +28.3% |
| YTD | -9.0% | -6.4% | -2.6% | -4.6% |
| 1Y | -18.8% | -7.6% | -11.2% | -14.6% |
| 3Y | +25.5% | +43.2% | -17.7% | -14.8% |
| All | +73.2% | +70.6% | +2.6% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 5y: compounded portfolio wealth divided by compounded MCO 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…
5y analysis · Full analysis span regression · 6 months rolling