+33.6%
MSFU vs CART
+21.6%
+12.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -3.9% |
| 7D | -5.7% | +1.0% | -6.7% | -5.9% |
| 30D | +4.2% | +12.6% | -8.4% | +1.7% |
| 3M | +27.9% | +23.1% | +4.8% | +22.6% |
| 6M | +37.1% | +39.5% | -2.4% | +27.8% |
| YTD | -7.4% | +13.5% | -20.9% | -10.7% |
| 1Y | -19.6% | +14.9% | -34.5% | -22.9% |
| All | +33.6% | +21.6% | +12.0% | +19.8% |
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