+8.6%
CI vs MSFU
+19.9%
-11.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.8% | +4.2% | -0.7% |
| 7D | -1.3% | -12.7% | +11.4% | -1.6% |
| 30D | +6.4% | -9.0% | +15.4% | +6.2% |
| 3M | +10.7% | +2.9% | +7.8% | +10.8% |
| 6M | +5.5% | +43.5% | -38.1% | +7.2% |
| YTD | +11.4% | -2.4% | +13.8% | +12.5% |
| 1Y | +15.0% | -13.5% | +28.5% | +16.0% |
| All | +8.6% | +19.9% | -11.3% | +14.3% |
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