+36.1%
CL vs MSFU
+93.3%
-57.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -2.2% |
| 7D | +1.3% | +2.5% | -1.1% | +1.3% |
| 30D | +11.4% | -1.3% | +12.6% | +11.3% |
| 3M | +4.4% | +8.6% | -4.2% | +4.4% |
| 6M | +10.8% | +48.4% | -37.6% | +10.6% |
| YTD | +25.1% | +1.6% | +23.6% | +25.2% |
| 1Y | +28.0% | -5.8% | +33.7% | +28.2% |
| 3Y | +37.6% | +30.9% | +6.7% | +33.4% |
| All | +36.1% | +93.3% | -57.3% | +25.3% |
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 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