+125.9%
CNQ vs MSFU
+73.2%
+52.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.6% |
| 7D | +0.1% | -1.8% | +1.9% | +0.2% |
| 30D | +6.2% | +0.5% | +5.7% | +6.0% |
| 3M | +12.4% | +51.9% | -39.5% | +7.8% |
| 6M | +9.0% | +35.0% | -25.9% | +5.1% |
| YTD | +52.2% | -9.0% | +61.2% | +53.1% |
| 1Y | +65.0% | -18.8% | +83.8% | +68.3% |
| 3Y | +78.8% | +25.5% | +53.3% | +62.0% |
| All | +125.9% | +73.2% | +52.8% | +95.8% |
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