+76.3%
MSFU vs CAPR
+63.5%
+12.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.5% | -4.2% |
| 7D | -5.7% | -2.0% | -3.7% | -5.7% |
| 30D | +4.2% | +139.2% | -135.0% | +5.5% |
| 3M | +27.9% | -66.4% | +94.3% | +28.3% |
| 6M | +37.1% | -63.1% | +100.3% | +37.7% |
| YTD | -7.4% | -67.4% | +60.1% | -7.0% |
| 1Y | -19.6% | +58.2% | -77.9% | -18.3% |
| 3Y | +33.2% | +42.2% | -9.0% | +33.5% |
| All | +76.3% | +63.5% | +12.9% | +57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling