+36.1%
CNP vs MSFU
+72.2%
-36.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.5% | +1.2% |
| 7D | +1.6% | -3.2% | +4.8% | +1.7% |
| 30D | -0.8% | -3.1% | +2.3% | -0.7% |
| 3M | -3.6% | +35.3% | -38.8% | -4.3% |
| 6M | -6.9% | +31.6% | -38.5% | -7.9% |
| YTD | +6.4% | -9.5% | +16.0% | +7.3% |
| 1Y | +9.9% | -18.4% | +28.4% | +11.5% |
| 3Y | +53.1% | +26.9% | +26.2% | +44.7% |
| All | +36.1% | +72.2% | -36.2% | +19.5% |
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