+5.7%
CNP vs MSFU
-1.7%
+7.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | +0.6% |
| 7D | -4.3% | +14.6% | -18.9% | -3.6% |
| 30D | +5.7% | +2.1% | +3.6% | +6.1% |
| 3M | +0.9% | +14.7% | -13.7% | +1.8% |
| 6M | -1.1% | +55.7% | -56.7% | +1.3% |
| YTD | +8.3% | +7.1% | +1.2% | +11.1% |
| All | +5.7% | -1.7% | +7.4% | +9.1% |
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