+204.0%
CCL vs MSFU
+88.0%
+116.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -1.2% | -2.8% | +1.6% | -0.5% |
| 30D | +13.1% | -5.3% | +18.4% | +14.4% |
| 3M | +3.4% | +7.2% | -3.9% | +0.7% |
| 6M | +18.7% | +51.0% | -32.3% | +2.2% |
| YTD | -2.3% | -1.2% | -1.0% | -5.8% |
| 1Y | +14.2% | -10.3% | +24.5% | +13.8% |
| 3Y | +133.6% | +22.2% | +111.4% | +85.9% |
| All | +204.0% | +88.0% | +116.0% | +101.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling