+21.2%
CDNS vs MSFU
+31.7%
-10.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.2% | +0.2% | -2.6% |
| 7D | -14.0% | -5.7% | -8.3% | -12.3% |
| 30D | -13.2% | +4.2% | -17.3% | -14.6% |
| 3M | -28.9% | +27.9% | -56.8% | -36.1% |
| 6M | -4.2% | +37.1% | -41.3% | -17.7% |
| YTD | -6.4% | -7.4% | +1.0% | -6.3% |
| 1Y | -16.2% | -19.6% | +3.4% | -11.5% |
| All | +21.2% | +31.7% | -10.5% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling