+14.1%
CME vs MSFU
-1.7%
+15.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -0.5% |
| 7D | -0.6% | +14.6% | -15.1% | -0.7% |
| 30D | +8.5% | +2.1% | +6.4% | +8.5% |
| 3M | +16.0% | +14.7% | +1.4% | +15.7% |
| 6M | +9.3% | +55.7% | -46.3% | +7.7% |
| YTD | +15.3% | +7.1% | +8.2% | +13.1% |
| All | +14.1% | -1.7% | +15.8% | +13.5% |
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 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