+2,315.5%
CLS vs MSFU
+88.0%
+2,227.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.5% |
| 7D | +16.3% | -2.8% | +19.0% | +17.3% |
| 30D | -25.7% | -5.3% | -20.4% | -24.6% |
| 3M | -30.9% | +7.2% | -38.1% | -33.4% |
| 6M | -35.5% | +51.0% | -86.5% | -48.0% |
| YTD | -18.7% | -1.2% | -17.5% | -21.5% |
| 1Y | -17.9% | -10.3% | -7.6% | -16.7% |
| 3Y | +838.1% | +22.2% | +815.9% | +687.5% |
| All | +2,315.5% | +88.0% | +2,227.5% | +1,602.5% |
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