+9.2%
CPRT vs MSFU
+103.9%
-94.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.5% | -3.9% | +0.7% |
| 7D | +1.6% | +14.6% | -13.0% | -0.6% |
| 30D | +18.8% | +2.1% | +16.7% | +18.0% |
| 3M | +9.4% | +14.7% | -5.3% | +6.5% |
| 6M | -4.4% | +55.7% | -60.1% | -12.6% |
| YTD | -17.1% | +7.1% | -24.2% | -19.6% |
| 1Y | -19.9% | -0.5% | -19.4% | -21.3% |
| 3Y | -30.5% | +35.7% | -66.2% | -40.1% |
| All | +9.2% | +103.9% | -94.7% | -18.0% |
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