-1.9%
CMI vs MSFU
-13.0%
+11.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | +0.5% | -2.8% | +3.2% | +0.4% |
| 30D | -14.0% | -5.3% | -8.7% | -14.0% |
| 3M | -28.1% | +7.2% | -35.4% | -27.6% |
| 6M | -35.8% | +51.0% | -86.8% | -34.0% |
| YTD | -10.5% | -1.2% | -9.3% | -11.8% |
| 1Y | -1.9% | -10.3% | +8.5% | -5.0% |
| All | -1.9% | -13.0% | +11.1% | -5.0% |
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