-3.5%
MSFU vs MKC
-18.2%
+14.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +5.4% | +8.0% | +13.6% |
| 7D | +8.2% | +9.6% | -1.4% | +8.6% |
| 30D | +10.2% | +12.0% | -1.8% | +10.7% |
| 3M | +22.9% | -2.0% | +24.9% | +23.2% |
| 6M | +63.2% | +7.2% | +56.0% | +64.4% |
| YTD | +11.7% | -23.7% | +35.5% | +2.6% |
| 1Y | -3.5% | -18.3% | +14.8% | -9.6% |
| All | -3.5% | -18.2% | +14.7% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling