+76.3%
MSFU vs CAKE
+302.5%
-226.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.5% | -4.2% |
| 7D | -5.7% | -4.0% | -1.7% | -4.9% |
| 30D | +4.2% | +2.4% | +1.7% | +3.4% |
| 3M | +27.9% | +69.0% | -41.1% | +14.0% |
| 6M | +37.1% | +69.3% | -32.2% | +21.9% |
| YTD | -7.4% | +115.8% | -123.1% | -22.7% |
| 1Y | -19.6% | +79.3% | -98.9% | -29.8% |
| 3Y | +33.2% | +262.0% | -228.8% | -7.6% |
| All | +76.3% | +302.5% | -226.2% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 all: compounded portfolio wealth divided by compounded CAKE 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…
all analysis · Full analysis span regression · 6 months rolling