+66.3%
CDNS vs MSFU
+72.2%
-6.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.1% |
| 7D | -9.2% | -3.2% | -6.1% | -8.2% |
| 30D | -16.3% | -3.1% | -13.1% | -15.4% |
| 3M | -27.9% | +35.3% | -63.2% | -37.5% |
| 6M | -4.3% | +31.6% | -35.9% | -17.3% |
| YTD | -9.1% | -9.5% | +0.4% | -9.1% |
| 1Y | -21.2% | -18.4% | -2.8% | -18.3% |
| 3Y | +19.4% | +26.9% | -7.6% | -3.5% |
| All | +66.3% | +72.2% | -6.0% | +13.0% |
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