+95.0%
MSFU vs CMS
+17.8%
+77.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.7% | -4.3% |
| 7D | +4.0% | +0.5% | +3.6% | +4.1% |
| 30D | -2.3% | +7.4% | -9.7% | -2.2% |
| 3M | +7.1% | +1.9% | +5.2% | +7.2% |
| 6M | +48.9% | -2.3% | +51.2% | +48.8% |
| YTD | +2.4% | +3.0% | -0.5% | +1.1% |
| 1Y | -8.1% | -2.8% | -5.3% | -8.4% |
| 3Y | +25.2% | +37.9% | -12.7% | +10.1% |
| All | +95.0% | +17.8% | +77.3% | +101.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling