+50.9%
CARR vs MSFU
+72.2%
-21.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.7% |
| 7D | +3.2% | -3.2% | +6.4% | +3.7% |
| 30D | -7.7% | -3.1% | -4.5% | -7.3% |
| 3M | -11.9% | +35.3% | -47.2% | -16.5% |
| 6M | +2.0% | +31.6% | -29.6% | -4.1% |
| YTD | +13.2% | -9.5% | +22.7% | +14.3% |
| 1Y | -8.5% | -18.4% | +9.9% | -5.4% |
| 3Y | +5.0% | +26.9% | -22.0% | -8.8% |
| All | +50.9% | +72.2% | -21.4% | +16.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling