+132.5%
CCL vs MSFU
+71.2%
+61.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -4.3% | -6.9% | +2.6% | -2.5% |
| 30D | -19.0% | -5.1% | -13.8% | -18.0% |
| 3M | -13.1% | +44.6% | -57.7% | -23.4% |
| 6M | -13.3% | +32.8% | -46.1% | -23.1% |
| YTD | -25.2% | -10.1% | -15.2% | -25.8% |
| 1Y | -27.2% | -19.4% | -7.8% | -25.5% |
| 3Y | +49.2% | +26.2% | +23.0% | +14.7% |
| All | +132.5% | +71.2% | +61.3% | +58.9% |
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