+102.5%
CB vs MSFU
+97.0%
+5.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.7% | -0.6% |
| 7D | +2.6% | +1.0% | +1.5% | +2.5% |
| 30D | +11.2% | +0.6% | +10.6% | +11.1% |
| 3M | +5.7% | +16.4% | -10.7% | +5.4% |
| 6M | +15.9% | +53.0% | -37.1% | +14.8% |
| YTD | +20.2% | +3.5% | +16.7% | +20.3% |
| 1Y | +32.4% | -7.8% | +40.2% | +33.2% |
| 3Y | +75.5% | +35.6% | +39.9% | +69.9% |
| All | +102.5% | +97.0% | +5.5% | +88.0% |
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 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