+30.2%
MSFU vs CMS
+36.5%
-6.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.2% |
| 7D | -5.7% | +0.4% | -6.1% | -5.6% |
| 30D | +4.2% | -3.6% | +7.8% | +2.9% |
| 3M | +27.9% | -1.9% | +29.8% | +27.2% |
| 6M | +37.1% | -11.0% | +48.1% | +34.0% |
| YTD | -7.4% | +0.2% | -7.6% | -7.9% |
| 1Y | -19.6% | -1.3% | -18.3% | -20.0% |
| All | +30.2% | +36.5% | -6.3% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling