+25.7%
COP vs MSFU
+32.6%
-7.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.6% |
| 7D | -11.5% | +2.5% | -14.0% | -11.6% |
| 30D | +5.0% | -1.3% | +6.2% | +5.0% |
| 3M | +17.5% | +8.6% | +8.8% | +17.0% |
| 6M | +16.2% | +48.4% | -32.2% | +14.0% |
| YTD | +48.8% | +1.6% | +47.2% | +49.3% |
| 1Y | +64.1% | -5.8% | +69.9% | +65.7% |
| 3Y | +25.7% | +30.9% | -5.3% | +19.9% |
| All | +25.7% | +32.6% | -7.0% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling