+20.8%
MSFU vs CAPR
+299.3%
-278.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +26.5% | -31.2% | -4.4% |
| 7D | -12.7% | +25.8% | -38.4% | -12.4% |
| 30D | -9.0% | +50.2% | -59.2% | -8.4% |
| 3M | +2.9% | +185.5% | -182.6% | +4.8% |
| 6M | +43.5% | -64.8% | +108.4% | +44.4% |
| YTD | -2.4% | -61.1% | +58.7% | -1.7% |
| 1Y | -13.5% | +81.0% | -94.5% | -11.1% |
| All | +20.8% | +299.3% | -278.5% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 3y: compounded portfolio wealth divided by compounded CAPR 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…
3y analysis · Full analysis span regression · 6 months rolling