+220.4%
CCL vs MSFU
+103.9%
+116.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.5% | -1.3% | +2.7% |
| 7D | +3.1% | +14.6% | -11.5% | -0.7% |
| 30D | +17.5% | +2.1% | +15.4% | +16.6% |
| 3M | +6.8% | +14.7% | -7.8% | +2.2% |
| 6M | +18.7% | +55.7% | -36.9% | +1.7% |
| YTD | +3.0% | +7.1% | -4.1% | -2.8% |
| 1Y | +17.7% | -0.5% | +18.2% | +13.7% |
| 3Y | +155.6% | +35.7% | +119.9% | +96.9% |
| All | +220.4% | +103.9% | +116.5% | +108.1% |
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