+11.8%
CRM vs MSFU
+26.0%
-14.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.6% |
| 7D | -4.4% | -1.8% | -2.6% | -3.8% |
| 30D | +28.1% | +0.5% | +27.7% | +28.1% |
| 3M | +48.8% | +51.9% | -3.0% | +25.9% |
| 6M | +28.3% | +35.0% | -6.7% | +13.4% |
| YTD | -6.0% | -9.0% | +3.0% | -5.8% |
| 1Y | +1.4% | -18.8% | +20.2% | +4.8% |
| 3Y | +11.8% | +25.5% | -13.7% | -5.0% |
| All | +11.8% | +26.0% | -14.1% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling