-19.6%
MSFU vs CAI
-31.3%
+11.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -4.0% |
| 7D | -5.7% | -2.2% | -3.5% | -5.2% |
| 30D | +4.2% | +52.4% | -48.2% | -6.0% |
| 3M | +27.9% | +45.1% | -17.2% | +16.1% |
| 6M | +37.1% | +26.2% | +10.9% | +26.4% |
| YTD | -7.4% | -7.1% | -0.3% | -10.3% |
| 1Y | -19.6% | -31.0% | +11.4% | -17.9% |
| All | -19.6% | -31.3% | +11.7% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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