+76.3%
MSFU vs MKC
-30.2%
+106.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -4.1% |
| 7D | -5.7% | -5.9% | +0.2% | -5.0% |
| 30D | +4.2% | -0.9% | +5.0% | +4.3% |
| 3M | +27.9% | +12.7% | +15.2% | +26.3% |
| 6M | +37.1% | -19.3% | +56.4% | +40.0% |
| YTD | -7.4% | -22.2% | +14.8% | -5.3% |
| 1Y | -19.6% | -23.3% | +3.7% | -17.7% |
| 3Y | +33.2% | -30.0% | +63.2% | +40.2% |
| All | +76.3% | -30.2% | +106.5% | +96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling