+34.7%
YUM vs MSFU
+71.2%
-36.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -5.2% | -6.9% | +1.8% | -4.8% |
| 30D | -0.1% | -5.1% | +5.0% | +0.2% |
| 3M | -4.3% | +44.6% | -48.9% | -7.0% |
| 6M | -8.7% | +32.8% | -41.5% | -11.3% |
| YTD | -3.5% | -10.1% | +6.6% | -3.7% |
| 1Y | +0.5% | -19.4% | +19.8% | +1.1% |
| 3Y | +20.5% | +26.2% | -5.7% | +11.8% |
| All | +34.7% | +71.2% | -36.5% | +17.5% |
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