+66.5%
CDNS vs MSFU
+70.7%
-4.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | -7.2% | -2.3% | -4.9% | -6.4% |
| 30D | -14.3% | -6.3% | -8.0% | -12.3% |
| 3M | -27.2% | +40.0% | -67.1% | -37.8% |
| 6M | -4.5% | +30.1% | -34.6% | -17.1% |
| YTD | -9.0% | -10.3% | +1.4% | -8.7% |
| 1Y | -21.3% | -19.0% | -2.3% | -18.2% |
| 3Y | +19.6% | +25.8% | -6.2% | -3.0% |
| All | +66.5% | +70.7% | -4.2% | +13.6% |
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 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