+87.3%
MSFU vs MKC
-37.2%
+124.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +1.0% |
| 7D | -4.9% | -7.3% | +2.4% | -4.1% |
| 30D | -9.1% | +4.0% | -13.0% | -9.4% |
| 3M | +8.7% | -11.5% | +20.1% | +10.1% |
| 6M | +48.3% | +1.1% | +47.2% | +48.1% |
| YTD | -1.6% | -29.9% | +28.3% | +1.7% |
| 1Y | -13.6% | -27.0% | +13.4% | -11.3% |
| 3Y | +20.2% | -22.3% | +42.5% | +17.8% |
| All | +87.3% | -37.2% | +124.5% | +110.7% |
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