+88.0%
MSFU vs CHD
+47.6%
+40.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.4% |
| 7D | -2.8% | +3.6% | -6.4% | -2.8% |
| 30D | -5.3% | +10.4% | -15.7% | -5.2% |
| 3M | +7.2% | +12.2% | -4.9% | +7.3% |
| 6M | +51.0% | +19.9% | +31.1% | +51.4% |
| YTD | -1.2% | +36.4% | -37.7% | -1.5% |
| 1Y | -10.3% | +35.1% | -45.5% | -10.5% |
| 3Y | +22.2% | +29.2% | -7.0% | +12.1% |
| All | +88.0% | +47.6% | +40.4% | +47.9% |
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