+52.4%
CARR vs MSFU
+76.3%
-23.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.2% | +1.7% |
| 7D | +1.6% | -5.7% | +7.3% | +2.4% |
| 30D | -8.7% | +4.2% | -12.9% | -9.4% |
| 3M | -12.6% | +27.9% | -40.5% | -16.2% |
| 6M | -1.5% | +37.1% | -38.7% | -8.2% |
| YTD | +14.3% | -7.4% | +21.7% | +15.1% |
| 1Y | -4.6% | -19.6% | +15.0% | -0.7% |
| 3Y | +7.3% | +33.2% | -25.9% | -7.6% |
| All | +52.4% | +76.3% | -23.9% | +16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling