+13.3%
CNQ vs MSFU
+30.1%
-16.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -0.7% | -6.9% | +6.3% | -1.0% |
| 30D | +6.7% | -5.1% | +11.8% | +6.6% |
| 3M | +12.8% | +44.6% | -31.8% | +14.1% |
| 6M | +13.3% | +32.8% | -19.5% | +12.6% |
| All | +13.3% | +30.1% | -16.8% | +12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling