-3.5%
MSFU vs CMS
+1.4%
-4.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +1.4% | +12.1% | +14.5% |
| 7D | +8.2% | +4.1% | +4.1% | +11.6% |
| 30D | +10.2% | +10.9% | -0.7% | +19.6% |
| 3M | +22.9% | -0.2% | +23.1% | +22.1% |
| 6M | +63.2% | -4.7% | +67.9% | +60.4% |
| YTD | +11.7% | +3.9% | +7.8% | +7.6% |
| 1Y | -3.5% | +0.4% | -3.8% | -4.3% |
| All | -3.5% | +1.4% | -4.9% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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