+40.7%
CL vs MSFU
+35.1%
+5.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.4% | +7.3% | -0.3% |
| 7D | +5.9% | +1.0% | +4.9% | +6.0% |
| 30D | +13.8% | +0.6% | +13.2% | +13.8% |
| 3M | +6.4% | +16.4% | -10.0% | +6.9% |
| 6M | +15.6% | +53.0% | -37.4% | +17.1% |
| YTD | +27.9% | +3.5% | +24.4% | +28.1% |
| 1Y | +31.4% | -7.8% | +39.2% | +31.2% |
| All | +40.7% | +35.1% | +5.5% | +36.8% |
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 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