+64.4%
CRM vs MSFU
+73.2%
-8.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.5% |
| 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% | +24.4% |
| 6M | +28.3% | +35.0% | -6.7% | +12.1% |
| YTD | -6.0% | -9.0% | +3.0% | -5.9% |
| 1Y | +1.4% | -18.8% | +20.2% | +5.0% |
| 3Y | +11.8% | +25.5% | -13.7% | -8.1% |
| All | +64.4% | +73.2% | -8.8% | +14.4% |
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