+103.9%
MSFU vs CHD
+45.0%
+58.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.8% | +3.6% | +5.5% |
| 7D | +14.6% | +0.8% | +13.8% | +14.6% |
| 30D | +2.1% | +13.5% | -11.3% | +2.2% |
| 3M | +14.7% | +8.1% | +6.5% | +14.6% |
| 6M | +55.7% | +19.9% | +35.8% | +56.2% |
| YTD | +7.1% | +34.0% | -26.9% | +6.8% |
| 1Y | -0.5% | +29.8% | -30.3% | -0.6% |
| 3Y | +35.7% | +28.7% | +7.0% | +23.4% |
| All | +103.9% | +45.0% | +58.9% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling