+57.2%
COP vs MSFU
-1.7%
+58.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.5% | -6.8% | -1.0% |
| 7D | -8.4% | +14.6% | -23.0% | -7.7% |
| 30D | +0.3% | +2.1% | -1.8% | +0.6% |
| 3M | +15.1% | +14.7% | +0.4% | +16.2% |
| 6M | +19.8% | +55.7% | -35.9% | +22.2% |
| YTD | +46.8% | +7.1% | +39.7% | +43.0% |
| All | +57.2% | -1.7% | +58.9% | +52.6% |
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 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