-13.5%
MSFU vs CAI
-0.4%
-13.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -5.0% | -4.8% |
| 7D | -12.7% | -26.3% | +13.6% | -6.2% |
| 30D | -9.0% | -17.5% | +8.5% | -4.6% |
| 3M | +2.9% | +5.8% | -2.9% | +0.8% |
| 6M | +43.5% | +53.6% | -10.1% | +25.9% |
| YTD | -2.4% | -9.2% | +6.8% | -3.6% |
| 1Y | -13.5% | -2.7% | -10.8% | -13.1% |
| All | -13.5% | -0.4% | -13.1% | -13.1% |
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