+38.0%
CL vs MSFU
+103.9%
-65.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.5% | -4.0% | +1.4% |
| 7D | +0.5% | +14.6% | -14.1% | +0.5% |
| 30D | +11.6% | +2.1% | +9.5% | +11.6% |
| 3M | +5.6% | +14.7% | -9.1% | +5.6% |
| 6M | +13.2% | +55.7% | -42.5% | +13.0% |
| YTD | +26.9% | +7.1% | +19.8% | +27.0% |
| 1Y | +27.3% | -0.5% | +27.8% | +27.6% |
| 3Y | +39.7% | +35.7% | +4.0% | +35.6% |
| All | +38.0% | +103.9% | -65.9% | +27.1% |
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