+39.1%
CL vs MSFU
+97.0%
-57.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.4% | +7.3% | -0.1% |
| 7D | +5.9% | +1.0% | +4.9% | +5.9% |
| 30D | +13.8% | +0.6% | +13.2% | +13.7% |
| 3M | +6.4% | +16.4% | -10.0% | +6.4% |
| 6M | +15.6% | +53.0% | -37.4% | +15.5% |
| YTD | +27.9% | +3.5% | +24.4% | +28.0% |
| 1Y | +31.4% | -7.8% | +39.2% | +31.8% |
| 3Y | +41.4% | +35.6% | +5.8% | +36.8% |
| All | +39.1% | +97.0% | -57.9% | +28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling