+17.1%
CI vs MSFU
-1.7%
+18.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.8% | +0.8% |
| 7D | +0.1% | +14.6% | -14.4% | +0.6% |
| 30D | +4.7% | +2.1% | +2.6% | +4.7% |
| 3M | +5.2% | +14.7% | -9.4% | +5.7% |
| 6M | +3.8% | +55.7% | -51.9% | +6.6% |
| YTD | +9.2% | +7.1% | +2.1% | +10.7% |
| All | +17.1% | -1.7% | +18.8% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling