-65.0%
CBRS vs MSFU
+51.7%
-116.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.4% | +10.8% | +11.1% |
| 7D | +21.2% | -2.8% | +24.0% | +21.8% |
| 30D | -23.2% | -5.3% | -17.8% | -22.2% |
| 3M | -52.9% | +7.2% | -60.2% | -53.6% |
| All | -65.0% | +51.7% | -116.8% | -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 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