+53.9%
COP vs MSFU
+88.0%
-34.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | +4.4% | -2.8% | +7.2% | +4.5% |
| 30D | 0.0% | -5.3% | +5.3% | +0.1% |
| 3M | +15.0% | +7.2% | +7.8% | +14.3% |
| 6M | +22.0% | +51.0% | -29.0% | +18.3% |
| YTD | +55.3% | -1.2% | +56.6% | +55.0% |
| 1Y | +64.1% | -10.3% | +74.5% | +65.3% |
| 3Y | +34.1% | +22.2% | +11.8% | +25.1% |
| All | +53.9% | +88.0% | -34.1% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling