+37.2%
CVS vs MSFU
-20.0%
+57.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.8% |
| 7D | -1.9% | -2.3% | +0.4% | -2.0% |
| 30D | -0.3% | -6.3% | +6.0% | -0.6% |
| 3M | -1.1% | +40.0% | -41.1% | +1.1% |
| 6M | +23.7% | +30.1% | -6.4% | +25.9% |
| YTD | +23.0% | -10.3% | +33.3% | +25.1% |
| 1Y | +37.2% | -19.0% | +56.2% | +45.1% |
| All | +37.2% | -20.0% | +57.1% | +45.1% |
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