+67.7%
CME vs MSFU
+76.3%
-8.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | -0.2% |
| 7D | -1.6% | -5.7% | +4.1% | -1.5% |
| 30D | +6.2% | +4.2% | +2.1% | +6.1% |
| 3M | +10.4% | +27.9% | -17.5% | +9.5% |
| 6M | -9.5% | +37.1% | -46.6% | -10.5% |
| YTD | +6.0% | -7.4% | +13.4% | +5.6% |
| 1Y | +9.3% | -19.6% | +28.9% | +9.1% |
| 3Y | +57.7% | +33.2% | +24.5% | +49.3% |
| All | +67.7% | +76.3% | -8.6% | +51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling