+263.4%
CAH vs MSFU
+70.7%
+192.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | -2.2% | -2.3% | +0.1% | -2.2% |
| 30D | +1.2% | -6.3% | +7.4% | +1.3% |
| 3M | +13.1% | +40.0% | -26.9% | +12.2% |
| 6M | +8.5% | +30.1% | -21.6% | +7.6% |
| YTD | +17.6% | -10.3% | +27.9% | +18.5% |
| 1Y | +60.7% | -19.0% | +79.7% | +62.1% |
| 3Y | +183.2% | +25.8% | +157.4% | +168.6% |
| All | +263.4% | +70.7% | +192.7% | +244.0% |
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