+63.9%
CSCO vs MSFU
-18.4%
+82.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +0.6% |
| 7D | -0.7% | -5.7% | +5.0% | -0.6% |
| 30D | -10.1% | +4.2% | -14.3% | -10.2% |
| 3M | -15.7% | +27.9% | -43.6% | -15.0% |
| 6M | +36.3% | +37.1% | -0.8% | +35.7% |
| YTD | +43.8% | -7.4% | +51.2% | +46.7% |
| 1Y | +63.9% | -19.6% | +83.5% | +68.2% |
| All | +63.9% | -18.4% | +82.4% | +68.2% |
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