+3,252.8%
CLS vs MSFU
+70.7%
+3,182.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | +20.1% | -2.3% | +22.4% | +21.2% |
| 30D | +6.0% | -6.3% | +12.3% | +8.2% |
| 3M | -10.3% | +40.0% | -50.2% | -24.4% |
| 6M | +24.5% | +30.1% | -5.6% | +5.5% |
| YTD | +12.9% | -10.3% | +23.2% | +13.9% |
| 1Y | +36.7% | -19.0% | +55.7% | +45.1% |
| 3Y | +1,328.1% | +25.8% | +1,302.3% | +1,094.9% |
| All | +3,252.8% | +70.7% | +3,182.1% | +2,372.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling