-14.6%
CRH vs MSFU
-18.4%
+3.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.2% | +6.6% | +2.4% |
| 7D | -1.7% | -5.7% | +4.0% | -1.6% |
| 30D | -5.4% | +4.2% | -9.5% | -5.4% |
| 3M | -11.2% | +27.9% | -39.1% | -10.4% |
| 6M | -15.8% | +37.1% | -53.0% | -15.9% |
| YTD | -23.6% | -7.4% | -16.3% | -22.1% |
| 1Y | -14.6% | -19.6% | +5.0% | -11.8% |
| All | -14.6% | -18.4% | +3.8% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling