+39.4%
CSCO vs MSFU
-7.8%
+47.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -0.3% |
| 7D | -4.7% | +4.0% | -8.7% | -4.7% |
| 30D | -17.1% | -2.3% | -14.8% | -17.0% |
| 3M | -19.6% | +7.1% | -26.7% | -19.6% |
| 6M | +2.4% | +48.9% | -46.5% | +2.7% |
| YTD | +29.8% | +2.4% | +27.3% | +31.6% |
| All | +39.4% | -7.8% | +47.3% | +41.9% |
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