+57.2%
MSFU vs SKDD
-64.0%
+121.3%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SKDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.4% | -10.1% | +0.9% |
| 7D | -6.9% | -28.5% | +21.5% | -8.9% |
| 30D | -5.1% | -51.3% | +46.1% | -11.0% |
| All | +57.2% | -64.0% | +121.3% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SKDD.
Daily Out/Under-Performance
Portfolio return minus SKDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SKDD 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 6mo: compounded portfolio wealth divided by compounded SKDD 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…
6mo analysis · Full analysis span regression · Available span rolling