+322.2%
CAH vs MSFU
+87.3%
+234.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | +3.9% | -4.9% | +8.8% | +3.9% |
| 30D | +16.0% | -9.1% | +25.1% | +16.2% |
| 3M | +19.1% | +8.7% | +10.4% | +18.7% |
| 6M | +53.0% | +48.3% | +4.8% | +51.4% |
| YTD | +36.6% | -1.6% | +38.2% | +37.3% |
| 1Y | +37.4% | -13.6% | +51.0% | +39.0% |
| 3Y | +178.8% | +20.2% | +158.6% | +166.7% |
| All | +322.2% | +87.3% | +234.9% | +298.4% |
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