+103.9%
MSFU vs CF
+28.9%
+74.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.5% | +5.5% |
| 7D | +14.6% | -0.9% | +15.5% | +14.7% |
| 30D | +2.1% | +6.9% | -4.8% | +2.0% |
| 3M | +14.7% | +4.8% | +9.8% | +14.4% |
| 6M | +55.7% | +4.7% | +51.0% | +54.6% |
| YTD | +7.1% | +56.5% | -49.4% | -0.3% |
| 1Y | -0.5% | +48.4% | -48.9% | -6.7% |
| 3Y | +35.7% | +59.1% | -23.4% | +24.5% |
| All | +103.9% | +28.9% | +74.9% | +100.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling