-46.7%
CCI vs MSFU
+70.7%
-117.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.0% |
| 7D | -0.3% | -2.3% | +2.1% | -0.1% |
| 30D | +2.1% | -6.3% | +8.4% | +2.5% |
| 3M | -17.8% | +40.0% | -57.8% | -20.0% |
| 6M | -14.2% | +30.1% | -44.3% | -16.3% |
| YTD | -13.3% | -10.3% | -3.0% | -13.6% |
| 1Y | -16.6% | -19.0% | +2.4% | -16.3% |
| 3Y | -10.8% | +25.8% | -36.6% | -20.3% |
| All | -46.7% | +70.7% | -117.4% | -57.9% |
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