+85.8%
MSFU vs CMS
+17.5%
+68.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.5% | -4.8% |
| 7D | -12.7% | -1.1% | -11.5% | -12.7% |
| 30D | -9.0% | +6.6% | -15.6% | -8.9% |
| 3M | +2.9% | +0.8% | +2.1% | +3.0% |
| 6M | +43.5% | -3.3% | +46.9% | +43.6% |
| YTD | -2.4% | +2.7% | -5.1% | -3.7% |
| 1Y | -13.5% | -4.0% | -9.5% | -13.6% |
| 3Y | +19.2% | +37.6% | -18.4% | +4.8% |
| All | +85.8% | +17.5% | +68.3% | +92.3% |
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 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