+20.1%
CI vs MSFU
-6.0%
+26.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.3% | +6.9% | +2.4% |
| 7D | +2.6% | +4.0% | -1.4% | +2.8% |
| 30D | +7.3% | -2.3% | +9.7% | +7.2% |
| 3M | +9.5% | +7.1% | +2.4% | +9.8% |
| 6M | +6.4% | +48.9% | -42.5% | +9.2% |
| YTD | +12.0% | +2.4% | +9.6% | +13.4% |
| 1Y | +20.1% | -8.1% | +28.2% | +21.8% |
| All | +20.1% | -6.0% | +26.0% | +21.8% |
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