-6.4%
CARR vs MSFU
-19.1%
+12.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.5% |
| 7D | -3.8% | -1.8% | -2.0% | -3.9% |
| 30D | -8.9% | +0.5% | -9.4% | -8.9% |
| 3M | -17.3% | +51.9% | -69.2% | -14.4% |
| 6M | -1.4% | +35.0% | -36.3% | +0.8% |
| YTD | +10.0% | -9.0% | +19.0% | +11.8% |
| 1Y | -6.4% | -18.8% | +12.5% | -1.8% |
| All | -6.4% | -19.1% | +12.8% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling