-70.5%
CBRS vs MSFU
+71.6%
-142.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +13.5% | -19.6% | -8.5% |
| 7D | -18.4% | +8.2% | -26.6% | -19.7% |
| 30D | -49.4% | +10.2% | -59.6% | -50.3% |
| 3M | -59.6% | +22.9% | -82.5% | -61.4% |
| All | -70.5% | +71.6% | -142.1% | -77.5% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling