+2,140.4%
CLS vs MSFU
+103.9%
+2,036.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +5.5% | +2.4% | +5.9% |
| 7D | -10.6% | +14.6% | -25.1% | -15.4% |
| 30D | -38.4% | +2.1% | -40.6% | -39.1% |
| 3M | -29.9% | +14.7% | -44.5% | -34.1% |
| 6M | -40.6% | +55.7% | -96.3% | -52.4% |
| YTD | -24.6% | +7.1% | -31.7% | -29.2% |
| 1Y | -30.8% | -0.5% | -30.3% | -32.3% |
| 3Y | +811.7% | +35.7% | +776.0% | +638.1% |
| All | +2,140.4% | +103.9% | +2,036.5% | +1,436.9% |
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