+95.0%
MSFU vs MKC
-36.7%
+131.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -1.9% | -4.1% |
| 7D | +4.0% | -2.4% | +6.5% | +4.4% |
| 30D | -2.3% | +5.4% | -7.7% | -2.8% |
| 3M | +7.1% | -11.1% | +18.2% | +8.5% |
| 6M | +48.9% | -1.4% | +50.3% | +49.0% |
| YTD | +2.4% | -29.4% | +31.9% | +5.9% |
| 1Y | -8.1% | -24.7% | +16.6% | -6.1% |
| 3Y | +25.2% | -21.8% | +47.0% | +22.6% |
| All | +95.0% | -36.7% | +131.8% | +119.2% |
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 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