+88.0%
MSFU vs MKC
-36.4%
+124.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.2% |
| 7D | -2.8% | -3.0% | +0.2% | -2.4% |
| 30D | -5.3% | +4.8% | -10.1% | -5.8% |
| 3M | +7.2% | -12.8% | +20.1% | +8.9% |
| 6M | +51.0% | +5.0% | +46.0% | +50.3% |
| YTD | -1.2% | -29.1% | +27.8% | +2.0% |
| 1Y | -10.3% | -26.4% | +16.1% | -8.0% |
| 3Y | +22.2% | -21.6% | +43.8% | +19.8% |
| All | +88.0% | -36.4% | +124.4% | +111.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling