+66.4%
CME vs MSFU
+21.3%
+45.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +3.9% | -2.8% | +6.7% | +3.9% |
| 30D | +11.3% | -5.3% | +16.6% | +11.3% |
| 3M | +19.6% | +7.2% | +12.3% | +19.6% |
| 6M | +8.1% | +51.0% | -42.9% | +8.4% |
| YTD | +20.4% | -1.2% | +21.6% | +19.3% |
| 1Y | +16.5% | -10.3% | +26.8% | +15.1% |
| 3Y | +66.4% | +22.2% | +44.2% | +65.4% |
| All | +66.4% | +21.3% | +45.1% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling