+95.9%
OKE vs MSFU
+70.7%
+25.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.7% |
| 7D | -0.2% | -2.3% | +2.1% | 0.0% |
| 30D | +6.1% | -6.3% | +12.3% | +6.5% |
| 3M | +10.4% | +40.0% | -29.5% | +7.0% |
| 6M | +14.2% | +30.1% | -15.9% | +10.7% |
| YTD | +35.3% | -10.3% | +45.7% | +37.3% |
| 1Y | +40.6% | -19.0% | +59.6% | +44.3% |
| 3Y | +72.2% | +25.8% | +46.4% | +56.1% |
| All | +95.9% | +70.7% | +25.2% | +64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling