+31.9%
YUM vs MSFU
+73.2%
-41.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.2% |
| 7D | -6.1% | -1.8% | -4.3% | -6.0% |
| 30D | -5.8% | +0.5% | -6.3% | -5.9% |
| 3M | -7.6% | +51.9% | -59.5% | -10.5% |
| 6M | -9.1% | +35.0% | -44.1% | -11.8% |
| YTD | -5.5% | -9.0% | +3.5% | -5.8% |
| 1Y | -3.7% | -18.8% | +15.1% | -3.2% |
| 3Y | +17.8% | +25.5% | -7.7% | +9.4% |
| All | +31.9% | +73.2% | -41.3% | +15.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling