-19.6%
MSFU vs CF
+62.4%
-82.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.2% | -0.9% | -4.6% |
| 7D | -5.7% | +6.0% | -11.7% | -4.9% |
| 30D | +4.2% | +14.8% | -10.7% | +6.2% |
| 3M | +27.9% | +14.1% | +13.9% | +29.9% |
| 6M | +37.1% | +28.5% | +8.6% | +34.7% |
| YTD | -7.4% | +74.9% | -82.3% | -11.3% |
| 1Y | -19.6% | +61.7% | -81.3% | -20.3% |
| All | -19.6% | +62.4% | -82.0% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling