-27.7%
CNC vs MSFU
+72.2%
-99.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.4% | -3.6% |
| 7D | -1.0% | -3.2% | +2.2% | -1.0% |
| 30D | -1.8% | -3.1% | +1.3% | -1.8% |
| 3M | -0.7% | +35.3% | -36.0% | -1.1% |
| 6M | +47.9% | +31.6% | +16.4% | +47.3% |
| YTD | +56.9% | -9.5% | +66.5% | +56.8% |
| 1Y | +123.9% | -18.4% | +142.3% | +124.6% |
| 3Y | -1.3% | +26.9% | -28.2% | -4.4% |
| All | -27.7% | +72.2% | -99.9% | -31.4% |
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