+85.6%
CB vs MSFU
+76.3%
+9.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.3% | -1.8% |
| 7D | +0.5% | -5.7% | +6.2% | +0.6% |
| 30D | -3.1% | +4.2% | -7.3% | -3.2% |
| 3M | +9.0% | +27.9% | -19.0% | +8.4% |
| 6M | +2.9% | +37.1% | -34.3% | +1.9% |
| YTD | +10.1% | -7.4% | +17.5% | +10.5% |
| 1Y | +22.8% | -19.6% | +42.4% | +23.9% |
| 3Y | +73.8% | +33.2% | +40.6% | +67.5% |
| All | +85.6% | +76.3% | +9.2% | +72.7% |
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