+181.4%
CMI vs MSFU
+73.2%
+108.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.1% |
| 7D | -0.7% | -1.8% | +1.1% | -0.5% |
| 30D | -12.4% | +0.5% | -12.9% | -12.5% |
| 3M | -14.8% | +51.9% | -66.6% | -19.0% |
| 6M | +0.8% | +35.0% | -34.2% | -4.0% |
| YTD | +10.2% | -9.0% | +19.2% | +10.8% |
| 1Y | +37.4% | -18.8% | +56.2% | +40.4% |
| 3Y | +153.3% | +25.5% | +127.8% | +128.7% |
| All | +181.4% | +73.2% | +108.3% | +139.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling