-20.2%
CNC vs MSFU
+88.0%
-108.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | +2.2% | -2.8% | +5.0% | +2.3% |
| 30D | +1.6% | -5.3% | +6.9% | +1.7% |
| 3M | +7.9% | +7.2% | +0.7% | +7.8% |
| 6M | +21.2% | +51.0% | -29.8% | +20.7% |
| YTD | +73.2% | -1.2% | +74.4% | +72.8% |
| 1Y | +97.5% | -10.3% | +107.8% | +97.6% |
| 3Y | -1.2% | +22.2% | -23.4% | -3.6% |
| All | -20.2% | +88.0% | -108.2% | -24.4% |
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 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