+1,977.2%
CLS vs MSFU
+93.3%
+1,883.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.2% |
| 7D | -22.2% | +2.5% | -24.6% | -23.2% |
| 30D | -44.4% | -1.3% | -43.1% | -44.3% |
| 3M | -34.3% | +8.6% | -42.9% | -37.0% |
| 6M | -50.1% | +48.4% | -98.5% | -59.3% |
| YTD | -30.1% | +1.6% | -31.6% | -33.1% |
| 1Y | -39.3% | -5.8% | -33.6% | -39.5% |
| 3Y | +732.7% | +30.9% | +701.8% | +582.3% |
| All | +1,977.2% | +93.3% | +1,883.8% | +1,351.8% |
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