+104.7%
CB vs MSFU
+88.0%
+16.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | +2.9% | -2.8% | +5.7% | +3.0% |
| 30D | +7.3% | -5.3% | +12.6% | +7.4% |
| 3M | +9.4% | +7.2% | +2.2% | +9.2% |
| 6M | +19.6% | +51.0% | -31.4% | +18.4% |
| YTD | +21.5% | -1.2% | +22.7% | +21.7% |
| 1Y | +28.0% | -10.3% | +38.3% | +28.8% |
| 3Y | +74.9% | +22.2% | +52.6% | +70.1% |
| All | +104.7% | +88.0% | +16.7% | +90.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling