+127.2%
CNQ vs MSFU
+71.2%
+56.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -0.7% | -6.9% | +6.3% | -0.1% |
| 30D | +6.7% | -5.1% | +11.8% | +7.0% |
| 3M | +12.8% | +44.6% | -31.8% | +8.7% |
| 6M | +13.3% | +32.8% | -19.5% | +9.4% |
| YTD | +53.1% | -10.1% | +63.1% | +54.1% |
| 1Y | +66.1% | -19.4% | +85.4% | +69.4% |
| 3Y | +75.4% | +26.2% | +49.3% | +58.5% |
| All | +127.2% | +71.2% | +56.0% | +97.1% |
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 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