+180.4%
CMI vs MSFU
+70.7%
+109.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | +0.7% | -2.3% | +3.0% | +0.9% |
| 30D | -12.3% | -6.3% | -6.0% | -11.8% |
| 3M | -16.8% | +40.0% | -56.7% | -20.1% |
| 6M | +1.5% | +30.1% | -28.6% | -2.8% |
| YTD | +9.8% | -10.3% | +20.1% | +10.6% |
| 1Y | +42.6% | -19.0% | +61.6% | +45.5% |
| 3Y | +151.0% | +25.8% | +125.2% | +126.3% |
| All | +180.4% | +70.7% | +109.7% | +139.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling