+127.8%
COR vs MSFU
+72.2%
+55.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.9% |
| 7D | -1.9% | -3.2% | +1.3% | -1.9% |
| 30D | +1.5% | -3.1% | +4.7% | +1.5% |
| 3M | +18.7% | +35.3% | -16.6% | +19.4% |
| 6M | -9.0% | +31.6% | -40.6% | -8.6% |
| YTD | -3.3% | -9.5% | +6.2% | -2.8% |
| 1Y | +9.8% | -18.4% | +28.3% | +10.4% |
| 3Y | +87.4% | +26.9% | +60.4% | +84.5% |
| All | +127.8% | +72.2% | +55.6% | +125.3% |
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 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