-12.8%
CPNG vs MSFU
+70.7%
-83.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -7.6% | -2.3% | -5.2% | -7.1% |
| 30D | -8.8% | -6.3% | -2.6% | -7.4% |
| 3M | -7.2% | +40.0% | -47.2% | -17.0% |
| 6M | -21.5% | +30.1% | -51.6% | -29.3% |
| YTD | -37.4% | -10.3% | -27.1% | -37.7% |
| 1Y | -54.3% | -19.0% | -35.3% | -53.3% |
| 3Y | -20.3% | +25.8% | -46.1% | -35.0% |
| All | -12.8% | +70.7% | -83.5% | -37.0% |
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 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