+17.7%
CME vs MSFU
-12.2%
+29.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.8% | +6.9% | +2.2% |
| 7D | +2.5% | -12.7% | +15.1% | +2.6% |
| 30D | +13.9% | -9.0% | +22.9% | +14.0% |
| 3M | +22.4% | +2.9% | +19.4% | +22.1% |
| 6M | +12.9% | +43.5% | -30.7% | +11.3% |
| YTD | +19.6% | -2.4% | +22.0% | +17.3% |
| 1Y | +17.7% | -13.5% | +31.2% | +17.3% |
| All | +17.7% | -12.2% | +29.9% | +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