+95.0%
MSFU vs CHD
+45.6%
+49.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.3% |
| 7D | +4.0% | +2.4% | +1.7% | +4.1% |
| 30D | -2.3% | +13.9% | -16.2% | -2.2% |
| 3M | +7.1% | +8.5% | -1.4% | +7.1% |
| 6M | +48.9% | +20.4% | +28.5% | +49.5% |
| YTD | +2.4% | +34.5% | -32.1% | +2.2% |
| 1Y | -8.1% | +33.8% | -41.8% | -8.3% |
| 3Y | +25.2% | +29.1% | -4.0% | +13.8% |
| All | +95.0% | +45.6% | +49.4% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling