+49.3%
MSFU vs CART
+37.6%
+11.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.4% | -5.0% | -6.9% |
| 7D | +1.0% | +1.2% | -0.2% | +0.9% |
| 30D | +0.6% | +27.1% | -26.5% | -4.0% |
| 3M | +16.4% | +27.4% | -11.0% | +10.9% |
| 6M | +53.0% | +32.1% | +20.9% | +44.2% |
| YTD | +3.5% | +28.5% | -25.0% | -2.7% |
| 1Y | -7.8% | +58.8% | -66.7% | -16.2% |
| 3Y | +35.6% | +114.8% | -79.2% | +19.6% |
| All | +49.3% | +37.6% | +11.7% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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