+106.4%
CSCO vs MSFU
+32.9%
+73.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +1.0% |
| 7D | -0.7% | -5.7% | +5.0% | -0.1% |
| 30D | -10.1% | +4.2% | -14.3% | -10.7% |
| 3M | -15.7% | +27.9% | -43.6% | -18.0% |
| 6M | +36.3% | +37.1% | -0.8% | +30.0% |
| YTD | +43.8% | -7.4% | +51.2% | +45.5% |
| 1Y | +63.9% | -19.6% | +83.5% | +69.6% |
| All | +106.4% | +32.9% | +73.5% | +86.9% |
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 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