-35.3%
CLS vs MSFU
-1.7%
-33.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +5.5% | +2.4% | +6.9% |
| 7D | -10.6% | +14.6% | -25.1% | -12.5% |
| 30D | -38.4% | +2.1% | -40.6% | -38.5% |
| 3M | -29.9% | +14.7% | -44.5% | -31.3% |
| 6M | -40.6% | +55.7% | -96.3% | -44.7% |
| YTD | -24.6% | +7.1% | -31.7% | -13.3% |
| All | -35.3% | -1.7% | -33.6% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling