+97.5%
OKE vs MSFU
+73.2%
+24.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.9% |
| 7D | +1.2% | -1.8% | +3.0% | +1.4% |
| 30D | +4.5% | +0.5% | +4.0% | +4.4% |
| 3M | +9.6% | +51.9% | -42.2% | +5.4% |
| 6M | +15.4% | +35.0% | -19.6% | +11.5% |
| YTD | +36.5% | -9.0% | +45.5% | +38.3% |
| 1Y | +39.0% | -18.8% | +57.8% | +42.8% |
| 3Y | +74.3% | +25.5% | +48.8% | +58.4% |
| All | +97.5% | +73.2% | +24.4% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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