+98.0%
CB vs MSFU
+103.9%
-5.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -0.5% |
| 7D | -1.5% | +14.6% | -16.1% | -1.7% |
| 30D | +6.5% | +2.1% | +4.4% | +6.5% |
| 3M | +4.1% | +14.7% | -10.6% | +3.8% |
| 6M | +14.4% | +55.7% | -41.3% | +13.3% |
| YTD | +17.5% | +7.1% | +10.4% | +17.6% |
| 1Y | +27.5% | -0.5% | +28.1% | +28.0% |
| 3Y | +71.6% | +35.7% | +35.9% | +66.4% |
| All | +98.0% | +103.9% | -5.8% | +83.8% |
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 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