-3.5%
MSFU vs CAI
+12.6%
-16.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +1.1% | +12.3% | +13.2% |
| 7D | +8.2% | -6.3% | +14.5% | +9.8% |
| 30D | +10.2% | +9.3% | +0.9% | +7.9% |
| 3M | +22.9% | +106.3% | -83.4% | +1.8% |
| 6M | +63.2% | +77.7% | -14.5% | +38.2% |
| YTD | +11.7% | +23.1% | -11.4% | +2.1% |
| 1Y | -3.5% | +6.5% | -10.0% | -10.8% |
| All | -3.5% | +12.6% | -16.1% | -10.8% |
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