+264.2%
CAH vs MSFU
+72.2%
+191.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.7% |
| 7D | +0.5% | -3.2% | +3.6% | +0.5% |
| 30D | +1.7% | -3.1% | +4.9% | +1.8% |
| 3M | +17.9% | +35.3% | -17.4% | +17.0% |
| 6M | +10.9% | +31.6% | -20.7% | +10.0% |
| YTD | +17.9% | -9.5% | +27.4% | +18.7% |
| 1Y | +61.7% | -18.4% | +80.1% | +63.1% |
| 3Y | +183.7% | +26.9% | +156.8% | +169.1% |
| All | +264.2% | +72.2% | +191.9% | +244.6% |
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 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