+46.1%
COP vs MSFU
+72.2%
-26.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.7% |
| 7D | -0.8% | -3.2% | +2.3% | -0.7% |
| 30D | +15.6% | -3.1% | +18.7% | +15.7% |
| 3M | +14.3% | +35.3% | -20.9% | +12.0% |
| 6M | +17.0% | +31.6% | -14.6% | +14.4% |
| YTD | +47.4% | -9.5% | +57.0% | +48.1% |
| 1Y | +52.4% | -18.4% | +70.8% | +54.4% |
| 3Y | +20.8% | +26.9% | -6.1% | +11.8% |
| All | +46.1% | +72.2% | -26.2% | +34.0% |
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