+152.4%
COR vs MSFU
+88.0%
+64.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +3.0% |
| 7D | +7.8% | -2.8% | +10.6% | +7.8% |
| 30D | +7.0% | -5.3% | +12.3% | +7.0% |
| 3M | +16.3% | +7.2% | +9.0% | +16.4% |
| 6M | +41.3% | +51.0% | -9.7% | +42.4% |
| YTD | +7.1% | -1.2% | +8.4% | +7.9% |
| 1Y | -0.8% | -10.3% | +9.5% | -0.1% |
| 3Y | +85.0% | +22.2% | +62.8% | +83.8% |
| All | +152.4% | +88.0% | +64.4% | +150.0% |
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