+87.2%
CDNS vs MSFU
+93.3%
-6.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.6% | +3.4% |
| 7D | -2.4% | +2.5% | -4.9% | -3.8% |
| 30D | -10.2% | -1.3% | -8.9% | -10.2% |
| 3M | -5.5% | +8.6% | -14.1% | -9.2% |
| 6M | -9.9% | +48.4% | -58.3% | -25.6% |
| YTD | +2.3% | +1.6% | +0.8% | -2.7% |
| 1Y | -1.4% | -5.8% | +4.4% | -3.7% |
| 3Y | +28.1% | +30.9% | -2.9% | +2.4% |
| All | +87.2% | +93.3% | -6.1% | +21.0% |
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