+72.2%
MSFU vs MKC
-30.5%
+102.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | -3.2% | -4.3% | +1.2% | -2.7% |
| 30D | -3.1% | -2.0% | -1.1% | -2.9% |
| 3M | +35.3% | +10.0% | +25.3% | +33.9% |
| 6M | +31.6% | -18.5% | +50.1% | +34.2% |
| YTD | -9.5% | -22.4% | +12.9% | -7.5% |
| 1Y | -18.4% | -23.6% | +5.2% | -16.4% |
| 3Y | +26.9% | -30.4% | +57.4% | +33.8% |
| All | +72.2% | -30.5% | +102.7% | +91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling