-14.9%
MSFU vs CAI
-11.0%
-3.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.3% |
| 7D | -2.3% | -3.1% | +0.8% | -1.8% |
| 30D | -6.3% | +2.7% | -8.9% | -7.0% |
| 3M | +40.0% | +41.7% | -1.7% | +29.9% |
| 6M | +30.1% | +26.5% | +3.6% | +21.8% |
| YTD | -10.3% | -10.9% | +0.6% | -13.0% |
| 1Y | -19.0% | -29.2% | +10.2% | -20.7% |
| All | -14.9% | -11.0% | -3.9% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling