+47.9%
CARR vs MSFU
+70.7%
-22.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | +0.6% | -2.3% | +3.0% | +1.0% |
| 30D | -8.7% | -6.3% | -2.4% | -7.9% |
| 3M | -18.4% | +40.0% | -58.3% | -23.0% |
| 6M | -0.6% | +30.1% | -30.7% | -6.4% |
| YTD | +10.9% | -10.3% | +21.3% | +12.2% |
| 1Y | -7.3% | -19.0% | +11.7% | -4.1% |
| 3Y | +2.9% | +25.8% | -22.9% | -10.4% |
| All | +47.9% | +70.7% | -22.8% | +14.0% |
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 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