+88.0%
MSFU vs MCO
+82.5%
+5.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.1% |
| 7D | -2.8% | +0.5% | -3.3% | -3.2% |
| 30D | -5.3% | +9.8% | -15.1% | -12.4% |
| 3M | +7.2% | +4.3% | +3.0% | +3.6% |
| 6M | +51.0% | +16.5% | +34.5% | +33.5% |
| YTD | -1.2% | +0.1% | -1.4% | -2.2% |
| 1Y | -10.3% | +4.4% | -14.8% | -14.6% |
| 3Y | +22.2% | +51.6% | -29.4% | -20.8% |
| All | +88.0% | +82.5% | +5.5% | +3.0% |
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