+93.3%
MSFU vs CMS
+16.8%
+76.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.5% | -1.9% |
| 7D | +2.5% | -0.5% | +3.0% | +2.4% |
| 30D | -1.3% | +7.2% | -8.5% | -1.1% |
| 3M | +8.6% | -1.3% | +9.9% | +8.7% |
| 6M | +48.4% | -4.3% | +52.7% | +48.5% |
| YTD | +1.6% | +2.1% | -0.5% | +0.2% |
| 1Y | -5.8% | -0.6% | -5.2% | -6.5% |
| 3Y | +30.9% | +38.0% | -7.1% | +14.5% |
| All | +93.3% | +16.8% | +76.6% | +100.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling